Test for Symmetry of Distribution Based on the Entropy

The estimate of entropy (sample entropy), has been introduced by Vasicek (1976), for the first time. In this paper, we provide an estimate of entropy of order statistics, that is the extention of the entropy estimate. Then we present an application of the entropy estimate of order statistics as a test statistic for symmetry of distribution versus skewness. The proposed test has been compared with some other existing tests. A Monte Carlo simulation study shows that the proposed test has more power than the Park's (1999) test.