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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 16
ABS 4

中文导读

提出一种综合性的正态性检验方法,通过比较样本与正态分布特征函数的加权积分,对多种备择假设具有较高检验功效。

Abstract

An omnibus test of normality is proposed, which has high power against many alternative hypotheses. The test uses a weighted integral of the squared modulus of the difference between the characteristic functions of the sample and of the normal distribution.

统计学计量经济学假设检验正态性检验