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

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