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.
点击下载:
PDF (148KB)
返 回