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
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
相关论文
共 31 条
[11]   A SUGGESTION FOR USING POWERFUL AND INFORMATIVE TESTS OF NORMALITY [J].
DAGOSTINO, RB ;
BELANGER, A ;
DAGOSTINO, RB .
AMERICAN STATISTICIAN, 1990, 44 (04) :316-321
[12]  
DAGOSTINO RB, 1986, GOODNESS OF FIT TECH
[13]   On the meaning and use of kurtosis [J].
DeCarlo, LT .
PSYCHOLOGICAL METHODS, 1997, 2 (03) :292-307
[14]   GOODNESS-OF-FIT TESTS BASED ON P-P PROBABILITY PLOTS [J].
GAN, FF ;
KOEHLER, KJ .
TECHNOMETRICS, 1990, 32 (03) :289-303
[15]  
Geary RC, 1936, BIOMETRIKA, V28, P295, DOI 10.2307/2333953
[16]   UNDERSTANDING ELONGATION - THE SCALE CONTAMINATED NORMAL FAMILY [J].
GLEASON, JR .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1993, 88 (421) :327-337
[17]  
HODGES JL, 1956, ANN MATH STAT, V27, P224
[18]  
HU LT, 1992, PSYCHOL BULL, V112, P351, DOI 10.1037/0033-2909.112.2.351
[19]  
Johnson N., 1994, CONTINUOUS UNIVARIAT, V1, DOI DOI 10.1016/0167-9473(96)90015-8
[20]  
Kokoska Stephen, 2000, CRC standard probability and statistics tables and formulae, DOI DOI 10.1201/B16923