A New Graphical Tool to Detect Non-Normality
提出一种基于经验矩生成函数对数三阶导数的图形工具，用于检验独立同分布观测是否服从正态分布，偏离水平零线表明非正态性，结合概率图可深入洞察数据。
SUMMARY A new graphical tool for checking normality of independently and identically distributed observations based on the third derivative T 3 of the logarithm of the empirical moment-generating function is proposed. A significant departure of this function from the horizontal zero line is indicative of non-normality. Behaviour in the neighbourhood of 0 indicates the type of departure from the normal distribution. Examples show that the T 3-method, when used in conjunction with the classical probability plot, can provide valuable insight into the data and be a powerful graphical tool.