More on the correct use of omnibus tests for normality

  • Geoffrey Poitras
  • Published 2005

Abstract

This Monte Carlo study compares the small sample properties of some commonly used omnibus and directional tests, based on the standardized third and fourth moments, for assessing the normality of random variables: the omnibus D’Agostino K test and the directional components, and three versions of the Jarque–Bera test. D 2005 Elsevier B.V. All rights… (More)

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Cite this paper

@inproceedings{Poitras2005MoreOT, title={More on the correct use of omnibus tests for normality}, author={Geoffrey Poitras}, year={2005} }