Testing for Nonnormality in Farm Net Returns
指出农业现金收益在多种价格-产量联合分布下预期非正态，并说明常用检验方法和样本量常错误地假设正态性，但偏度和峰度的正相关可减少决策错误，以灌溉苜蓿和旱地小麦数据为例。
Abstract Cash returns from farming are expected to be nonnormally distributed under a wide range of joint price‐yield distributions. Adequate testing for such nonnormality requires use of proper whitening procedures as well as appropriate statistics. With tests and sample sizes commonly employed, a false imputation of normality often will be made. However, positive correlation between skewness and kurtosis reduces the likelihood of associated decision errors. These results are illustrated with data for irrigated alfalfa and dryland wheat.