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Large sample power of absolute moment tests

 

作者: Henry C. Thode,   Hung Kung Liu,   Stephen J. Finch,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1988)
卷期: Volume 17, issue 4  

页码: 1453-1458

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812735

 

出版商: Marcel Dekker, Inc.

 

关键词: Gram‐Charlier expansion;kurtosis;Geary's test;tests for nor‐mality

 

数据来源: Taylor

 

摘要:

Sample kurtosis is a member of the large class of absolute moment tests of normality. We compare kurtosis to other absolute moment tests to determine which are the most powerful at detecting long‐tailed symmetric departures from normality for large samples. The large sample power of the tests is calculated using Geary's (1947) approximations of the moments of the test statistics. Using the system of Gram-Charlier symmetric distributions as alternatives, the most power is obtained using a moment in the range 2.5 ‐ 3.5.

 

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