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Research Article Open access CC BY 4.0

A New Test for Normality Based on Balakrishnan – Sanghvi Divergence Measure

Mbanefo S. Madukaife, Everestus O. Ossai

Journal of Advances in Mathematics and Computer Science · pp. 75–83 · Published 26 Dec 2022

10.9734/jamcs/2022/v37i121730

Abstract

In this paper, a more robust estimator of the Shannon entropy is applied in place of an earlier estimator, to obtain an improved goodness-of-fit test to normality which is based on the Balakrishnan-Sanghvi measure of divergence. The statistic is affine invariant and consistent against fixed alternatives. The critical values of the new statistic and those of a competing statistic as well as their power comparisons are obtained through extensive simulation study. The result of the power comparison showed that the statistic can be recommended as a good test for normality especially at small samples and against symmetric alternative distributions.

Balakrishnan-Sanghvi divergence measure empirical critical value power of a test Shannon entropy test for normality

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