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 language | English |
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Pages (from-to) | 402-407 |
Number of pages | 6 |
Journal | Journal of Modern Applied Statistical Methods |
Volume | 4 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2005 Nov |
Externally published | Yes |
Keywords
- Atkinson test
- Cox test
- Non-nested hypothesis
- Normality test
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty