THE STUDENTIZED EMPIRICAL CHARACTERISTIC FUNCTION AND ITS APPLICATION TO TEST FOR THE SHAPE OF DISTRIBUTION
成果类型：
Article
署名作者：
MUROTA, K; TAKEUCHI, K
署名单位：
University of Tokyo
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/68.1.55
发表日期：
1981
页码：
5565
关键词：
摘要：
The empirical characteristic function is effectively applied to test for the shape of distribution. The squared modulus of the studentized empirical characteristic function is suggested for testing the composite hypothesis that .mu. + .sigma. X is subject to a known distribution, for unknown constants .mu. and .sigma.. The studentized empirical characteristic function, if properly normalized, converges weakly to a complex Gaussian process. Asymptotic considerations and computer simulation reveal that the proposed statistic, when applied to test normality, is more efficient than or as efficient as the test by the sample kurtosis, for certain types of alternatives.
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