A SIMPLE TEST FOR NORMALITY AGAINST ASYMMETRIC ALTERNATIVES
成果类型：
Article
署名作者：
LIN, CC; MUDHOLKAR, GS
署名单位：
University of Rochester
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/67.2.455
发表日期：
1980
页码：
455461
关键词：
摘要：
The mean and the variance of a random sample are independently distributed if and only if the parent population is normal. This characterization is used as a basis for developing a test, termed the Z test, for the composite hypothesis of normality against asymmetric alternatives. The null distribution of the Z test statistic is for practical purposes satisfactorily approximated by a normal distribution for samples of size 5 up to 100. The large sample null distribution and the consistency of the test are also obtained. A Monte Carlo power study shows that the Z test has good power properties relative to some well-known competitors.