© 1977 by Biometrika Trust
On classical tests of normality
Department of Statistics, George Washington University
Committee on National Statistics, National Research Council Washington
Geary studied the use of kurtosis and skewness statistics in testing for normality. The general asymptotic distribution of a class of statistics is derived in this paper, yielding a result which differs slightly from that given by Geary. It is found that the coefficient of kurtosis is not necessarily superior to the ratio of the mean deviation to standard deviation in detecting large tail, symmetric departures from normality.
Key Words: Kurtosis Skewness Test of normality