Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
نویسندگان
چکیده
منابع مشابه
New Graphical Methods and Test Statistics for Testing Composite Normality
Several graphical methods for testing univariate composite normality from an i.i.d. sample are presented. They are endowed with correct simultaneous error bounds and yield size-correct tests. As all are based on the empirical CDF, they are also consistent for all alternatives. For one test, called the modified stabilized probability test, or MSP, a highly simplified computational method is deri...
متن کاملTesting for normality.
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملdesigning and validating a textbook evaluation questionnaire for reading comprehension ii and exploring its relationship with achievement
در هر برنامه آموزشی، مهم ترین فاکتور موثر بر موفقیت دانش آموزان کتاب درسی است (مک دونو و شاو 2003). در حقیقت ، کتاب قلب آموزش زبان انگلیسی است( شلدن 1988). به دلیل اهمیت والای کتاب به عنوان عنصر ضروری کلاس های آموزش زبان ، کتب باید به دقت ارزیابی و انتخاب شده تا از هرگونه تاثیر منفی بر دانش آموزان جلوگیری شود( لیتز). این تحقیق با طراحی پرسش نامه ارزیابی کتاب که فرصت ارزیابی معتبر را به اساتید د...
15 صفحه اولA Modified Kolmogorov-Smirnov Test for Normality
In this paper we propose an improvement of the Kolmogorov-Smirnov test for normality. In the current implementation of the Kolmogorov-Smirnov test, a sample is compared with a normal distribution where the sample mean and the sample variance are used as parameters of the distribution. We propose to select the mean and variance of the normal distribution that provide the closest fit to the data....
متن کاملA new test for multivariate normality
We propose a new class of rotation invariant and consistent goodness-of-fit tests for multivariate distributions based on Euclidean distance between sample elements. The proposed test applies to any multivariate distribution with finite second moments. In this article we apply the new method for testing multivariate normality when parameters are estimated. The resulting test is affine invariant...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Statistics
سال: 2007
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664760600994539