Results 11 to 20 of about 1,130,622 (297)
More on the Supremum Statistic to Test Multivariate Skew-Normality
This review is about verifying and generalizing the supremum test statistic developed by Balakrishnan et al. Exhaustive simulation studies are conducted for various dimensions to determine the effect, in terms of empirical size, of the supremum test ...
Timothy Opheim, Anuradha Roy
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Testing normality: a GMM approach [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bontemps, Christian, Meddahi, Nour
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Neutrosophic D’Agostino Test of Normality: An Application to Water Data
The D’Agostino test has been widely applied for testing the normality of the data. The existing D’Agostino test cannot be applied when the data have some indeterminate observations or observations which are obtained from the complex systems.
Mohammed Albassam +2 more
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This study aims to compare normality tests in different sample sizes in data with normal distribution under different kurtosis and skewness coefficients obtained simulatively.
Süleyman Demir
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UJI KENORMALAN UNIVARIAT: SUATU KAJIAN PUSTAKA
Almost all statistical procedures, especially statistical inference, assumed that the sample distribution is normally distributed. This normality assumption must be tested to ensure the correct use of the test statistic, hence resulting a correct ...
I WAYAN SUMARJAYA
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A simple test for normality for time series [PDF]
This paper considers testing for normality for correlated data. The proposed test procedure employs the skewness-kurtosis test statistic, but studentized by standard error estimators that are consistent under serial dependence of the observations.
Lobato, Ignacio N., Velasco, Carlos
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More about the basic assumptions of t-test: normality and sample size [PDF]
Most parametric tests start with the basic assumption on the distribution of populations. The conditions required to conduct the t-test include the measured values in ratio scale or interval scale, simple random extraction, normal distribution of data ...
Tae Kyun Kim, Jae Hong Park
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Validating linear restrictions in linear regression models with general error structure [PDF]
A new method for testing linear restrictions in linear regression models is suggested. It allows to validate the linear restriction, up to a specified approximation error and with a specified error probability.
Czado, Claudia +2 more
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Omnibus test for normality based on the Edgeworth expansion.
Statistical inference in the form of hypothesis tests and confidence intervals often assumes that the underlying distribution is normal. Similarly, many signal processing techniques rely on the assumption that a stationary time series is normal.
Agnieszka Wyłomańska +2 more
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Test and asymptotic normality for mixed bivariate measure
Consider a pair of random variables whose joint probability measure is the sum of an absolutely continuous measure, a discrete measure and a finite number of absolutely continuous measures on some lines called jum lines.
Rachid Sabre
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