ENTROPY-MOMENT TEST METHOD AND ENTROPY-MOMENT TEST TABLES

Based on the result of Shen （1987）, this paper Proposes a method of entropymoment test by using stochastic simulation and constructs the entropy-moment test tables for testing normal, exponential and uniform distributions. Furthermore, in this paper we give a simulation analysis for the properties of entropy-moment statistios Hf_n^*,_r（x） and compare its test power with Shapiro-Wilk, D’Agostino and x² normal tests.