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The performance of univariate goodness-of-fit tests for normality based on the empirical characteris...

The performance of univariate goodness-of-fit tests for normality based on the empirical characteris...

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2080178191

The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples

About this item

Full title

The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples

Author / Creator

Publisher

Ithaca: Cornell University Library, arXiv.org

Journal title

arXiv.org, 2016-06

Language

English

Formats

Publication information

Publisher

Ithaca: Cornell University Library, arXiv.org

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Scope and Contents

Contents

An empirical power comparison is made between two tests based on the empirical characteristic function and some of the best performing tests for normality. A simple normality test based on the empirical characteristic function calculated in a single point is shown to outperform the more complicated Epps-Pulley test and the frequentist tests include...

Alternative Titles

Full title

The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples

Authors, Artists and Contributors

Author / Creator

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Primary Identifiers

Record Identifier

TN_cdi_proquest_journals_2080178191

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2080178191

Other Identifiers

E-ISSN

2331-8422

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