A note on scale estimates based on the empirical characteristic function and their application to test for normality |
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| Authors: | A.H. Welsh |
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| Affiliation: | The Australian National University, Canberra, Australia |
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| 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. |
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| Keywords: | test of normality scale estimate |
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