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We present two new estimators for estimating the entropy of absolutelycontinuous random variables. Some properties of them are considered,specifically consistency of the first is proved. The introduced estimators arecompared with the existing entropy estimators. Also, we propose two new testsfor normality based on the introduced entropy estimators and compare theirpowers with the powers of other tests for normality. The results show that theproposed estimators and test statistics perform very well in estimating entropyand testing normality. A real example is presented and analyzed.

Two New Estimators of Entropy for Testing Normality