On two simple tests for normality with high power

Autor:	Thulin, Måns
Rok vydání:	2010
Předmět:	Mathematics - Statistics Theory Statistics - Methodology 62F03 (Primary) 62G10 62G05 (Secondary)
Druh dokumentu:	Working Paper
Popis:	The test statistics of two powerful tests for normality \citep{lm1,mud2} are estimators of the correlation coefficient between certain sample moments. We derive new versions of the test statistics that are functions of the sample skewness and sample kurtosis. This sheds some light on the nature of these tests and leads to easier computations. Comment: 10 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1008.5319 Zobrazit plný text záznamu View this record from Arxiv