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Biometrika 1981 68(3):637-640; doi:10.1093/biomet/68.3.637
© 1981 by Biometrika Trust
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Two location and scale-free goodness-of-fit tests

HANNU OJA

Department of Applied Mathematics and Statistics, University of Oulu Finland

Location and scale-free goodness-of-fit tests based on new orderings of skewness and kurtosis are introduced. Davis & Quade (1978) have presented the test statistics earlier but they did not study their properties in testing goodness-of-fit. A combined test is also given. Some Monte Carlo comparisons show that the new tests have good power properties for testing normality.

Key Words: Flatness • Goodness-of-fit test • Kurtosis • Skewness • Testing normality • U-statistic


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