Two measures of sample entropy

A power comparison of various normality tests

“…Ibrahim Al-Omari (2014) proposed three new entropy estimators which are the modification of the estimators propounded by Noughabi & Arghami (2011) and Ebrahimi, Pflughoeft & Soofi (1994). The new estimator of the continuous random variable is introduced by using ranked set sampling (RSS), double ranked set sampling (DRSS) and simple random sampling (SRS) techniques.…”

New Entropy Estimators with Smaller Root Mean Squared Error

“…Ebrahimi, Pflughoeft, and Soofi (1994) adjusted the weights of Vasicek (1976) estimator to have a smaller weights and proposed an entropy estimator given by Ebrahimi et al (1994) showed by simulation that their estimator has a smaller bias and mean squared error than Vasicek (1976) …”

“…The coefficient of the entropy estimators in Ebrahimi et al (1994), Noughabi and Arghami (2010), and Al-Omari (2014) …”

Testing Exponentiality Based on Renyi Entropy of Transformed Data

“…Ebrahimi et al (1992) introduced a test procedure which exploit the Kullback-Leibler information and estimated the test statistic by entropy estimator of Vasicek (1976). Following their method, more test statistics were proposed by Grzegorzewski and Wieczorkowski (1999), Park and Park (2003), Choi et al (2004), Yousefzadeh and Arghami (2008), Gurevich and Davidson (2008), Alizadeh Noughabi and Arghami (2011b) and Zamanzade and Arghami (2011) based on different entropy estimators including estimators of Vasicek (1976), Van-Es (1992), Ebrahimi et al (1994), Correa (1995) and Alizadeh Noughabi (2010). Vexler and Gurevich (2010) and Gurevich and Vexler (2011) developed empirical likelihood ratio tests for goodness of fit and demonstrated that the well-known goodness of fit tests based on sample entropy and KullbackLeibler information are a product of the proposed empirical likelihood methodology.…”