On the null distributions of the entropy tests for the Gaussian and inverse Gaussian models

Vasicek (1) used the "convolution of twelve uniforms" for a Monte Carlo tabulation of the 5% critical values for his entropy test for normality. We employ a superior normal generator to construct a corrected and extended tabulation for his test. Interestingly, it is shown that, the same tables can be used for implementing Mudholkar and Tian's (2) entropy test for the composite inverse Gaussian hypothesis. The finding extends the known Gaussian, inverse Gaussian analogies.