A Test for Normality Based on the Empirical Characteristic Function
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。
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.