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Biometrika 1983 70(2):485-489; doi:10.1093/biomet/70.2.485
© 1983 by Biometrika Trust
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MISCELLANEA

A test for normality based on the empirical characteristic function

PETER HALL and A. H. WELSH

Department of Statistics, The Faculties, Australian National University Canberra, A.C.T., Australia

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.

Key Words: Empirical characteristic function • Power • Test for normality.


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[Abstract]



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