A note on scale estimates based on the empirical characteristic function and their application to test for normality

A. H. Welsh

doi:10.1016/0167-7152(84)90044-0

A note on scale estimates based on the empirical characteristic function and their application to test for normality

A. H. Welsh^*

^*Corresponding author for this work

Research School of Finance, Actuarial Studies & Statistics

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

We present a test for the composite hypothesis of normality against general alternatives. The test statistic is essentially the difference of two estimates of scale based on the empirical characteristic function. The test is simple to apply and its performance is comparable with that of several other well-known tests of normality.

Original language	English
Pages (from-to)	345-348
Number of pages	4
Journal	Statistics and Probability Letters
Volume	2
Issue number	6
DOIs	https://doi.org/10.1016/0167-7152(84)90044-0
Publication status	Published - Dec 1984

Access to Document

10.1016/0167-7152(84)90044-0

Cite this

@article{fd6dacee80374a55a79cf439c723eba3,

title = "A note on scale estimates based on the empirical characteristic function and their application to test for normality",

abstract = "We present a test for the composite hypothesis of normality against general alternatives. The test statistic is essentially the difference of two estimates of scale based on the empirical characteristic function. The test is simple to apply and its performance is comparable with that of several other well-known tests of normality.",

keywords = "scale estimate, test of normality",

author = "Welsh, {A. H.}",

year = "1984",

month = dec,

doi = "10.1016/0167-7152(84)90044-0",

language = "English",

volume = "2",

pages = "345--348",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier B.V.",

number = "6",

}

TY - JOUR

T1 - A note on scale estimates based on the empirical characteristic function and their application to test for normality

AU - Welsh, A. H.

PY - 1984/12

Y1 - 1984/12

N2 - We present a test for the composite hypothesis of normality against general alternatives. The test statistic is essentially the difference of two estimates of scale based on the empirical characteristic function. The test is simple to apply and its performance is comparable with that of several other well-known tests of normality.

AB - We present a test for the composite hypothesis of normality against general alternatives. The test statistic is essentially the difference of two estimates of scale based on the empirical characteristic function. The test is simple to apply and its performance is comparable with that of several other well-known tests of normality.

KW - scale estimate

KW - test of normality

UR - http://www.scopus.com/inward/record.url?scp=0011333973&partnerID=8YFLogxK

U2 - 10.1016/0167-7152(84)90044-0

DO - 10.1016/0167-7152(84)90044-0

M3 - Article

AN - SCOPUS:0011333973

SN - 0167-7152

VL - 2

SP - 345

EP - 348

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 6

ER -

A note on scale estimates based on the empirical characteristic function and their application to test for normality

Abstract

Access to Document

Other files and links

Fingerprint

Cite this