Results 241 to 250 of about 1,130,622 (297)

Testing for Normality

Technometrics, 2003
(2003). Testing for Normality. Journal of the American Statistical Association: Vol. 98, No. 463, pp. 765-765.
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On tests for normality

IEEE Transactions on Information Theory, 1992
Summary: The problem of deciding whether a sample of a random field was generated by a Gaussian distribution is considered. Based on extensions of large deviations estimates due to \textit{M. D. Donsker} and \textit{S. R. S. Varadhan} [Commun. Math. Phys.
Yossef Steinberg, Ofer Zeitouni
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Testing multivariate normality

Biometrika, 1978
SUMMARY Previous work on testing multivariate normality is reviewed. Coordinate-dependent and invariant procedures are distinguished. The arguments for concentrating on tests of linearity of regression are indicated and such tests, both coordinate-dependent and invariant, are developed.
Cox, D. R., Small, N. J. H.
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Hermite normality tests

Signal Processing, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
David Declercq, Patrick Duvaut
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On Classical Tests of Normality

Biometrika, 1977
SUMMARY Geary studied the use of kurtosis and skewness statistics in testing for normality. The general asymptotic distribution of a class of statistics is derived in this paper, yielding a result which differs slightly from that given by Geary. It is found that the coefficient of kurtosis is not necessarily superior to the ratio of the mean deviation ...
JOSEPH L. GASTWIRTH, M. E. B. OWENS
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A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY

Econometric Theory, 2015
We study the asymptotic covariance function of the sample mean and quantile, and derive a new and surprising characterization of the normal distribution: the asymptotic covariance between the sample mean and quantile is constant across all quantiles,if and only ifthe underlying distribution is normal.
Bera, Anil K., Galvao, Antonio F., Wang, Liang, Xiao, Zhijie   +3 more
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The Power of Geary's test of normality

Biometrika, 1974
SUMMARY The results of an extensive simulation study investigating the power of Geary's a test for normality are summarized. While there appears to be no specific situation where Geary's test clearly and for practical purposes dominates all other tests of normality, it still has good power properties. This coupled with its computational simplicity make
D'Agostino, Ralph B., Rosman, Bernard
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On a test statistic for testing normality

Computational Statistics & Data Analysis, 1988
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Normality tests and transformations

Pattern Recognition Letters, 1983
Powerful univariate and multivariate normality tests are surveyed. The advantages and disadvantages of each procedure are exposed, furthermore, a few transformation methods which can be used for classification purposes in case of non-normality, are discussed.
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New Tests for Normality

Biometrika, 1983
SUMMARY A family of statistics for testing normality is presented which includes new tests for skewness, kurtosis and bimodality alternatives. The tests are simple to use and their power properties seem to be as good as those of the very similar U-statistics given by Oja (1981).
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