Testing normality against the laplace distribution

Research output: Contribution to journalReview articlepeer-review

Abstract

Some normality test statistics are proposed by testing non-nested hypotheses of the normal distribution and the Laplace distribution. If the null hypothesis is normal, the proposed non-nested tests are asymptotically equivalent to Geary's (1935) normality test. The proposed test statistics are compared by the method of approximate slopes and Monte Carlo experiments.

Original languageEnglish
Pages (from-to)402-407
Number of pages6
JournalJournal of Modern Applied Statistical Methods
Volume4
Issue number2
DOIs
Publication statusPublished - 2005 Nov
Externally publishedYes

Keywords

  • Atkinson test
  • Cox test
  • Non-nested hypothesis
  • Normality test

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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