Large sample power of absolute moment tests

Sample kurtosis is a member of the large class of absolute moment tests of normality. We compare kurtosis to other absolute moment tests to determine which are the most powerful at detecting long-tailed symmetric departures from normality for large samples. The large sample power of the tests is cal...

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Veröffentlicht in:	Communications in statistics. Simulation and computation 1988-01, Vol.17 (4), p.1453-1458
Hauptverfasser:	Thode, Henry C., Liu, Hung Kung, J. Finch, Stephen
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Geary's test Gram-Charlier expansion kurtosis Mathematics Nonparametric inference Probability and statistics Sciences and techniques of general use Statistics tests for nor-mality
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Beschreibung
Zusammenfassung:	Sample kurtosis is a member of the large class of absolute moment tests of normality. We compare kurtosis to other absolute moment tests to determine which are the most powerful at detecting long-tailed symmetric departures from normality for large samples. The large sample power of the tests is calculated using Geary's (1947) approximations of the moments of the test statistics. Using the system of Gram-Charlier symmetric distributions as alternatives, the most power is obtained using a moment in the range 2.5 - 3.5.
ISSN:	0361-0918 1532-4141
DOI:	10.1080/03610918808812735