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基于经验特征函数的正态性检验

A Test for Normality Based on the Empirical Characteristic Function

Biometrika · 1983
被引 3
ABS 4

中文导读

提出一种简单的正态性检验方法,针对长尾分布备择假设,基于原点附近经验特征函数的行为,与多种知名检验相比具有竞争力。

Abstract

We present a simple test for normality against the alternative that the underlying distribution is long tailed. The test is based on the behaviour of the empirical characteristic function in the neighbourhood of the origin, and is very competitive with several well-known tests for normality.

统计学计量经济学假设检验正态性检验