A test of normality with high uniform power

被引：52
作者：
Bonett, DG
Seier, E
机构：
[1] Iowa State Univ, Dept Stat, Ames, IA 50011 USA
[2] E Tennessee State Univ, Dept Math, Johnson City, TN 37614 USA
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2002年 / 40卷 / 03期
关键词：
Geary; kurtosis; leptokurtosis; normality; Shapiro-Wilk;
D O I：
10.1016/S0167-9473(02)00074-9
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Kurtosis can be measured in more than one way. A modification of Geary's measure of kurtosis is shown to be more sensitive to kurtosis in the center of the distribution while Pearson's measure of kurtosis is more sensitive to kurtosis in the tails of the distribution. The modified Geary measure and the Pearson measure are used to define a joint test of kurtosis that has high uniform power across a very wide range of symmetric normormal distributions. (C) 2002 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：435 / 445
页数：11
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