Details

Autor(en) / Beteiligte

• Marange, C. S.
• Qin, Y.
• Chiodo, Elio
• Elio Chiodo

Titel

A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution

Ist Teil von

• Journal of Probability and Statistics, 2018-01, Vol.2018 (2018), p.1-10

Ort / Verlag

Cairo, Egypt: Hindawi Publishing Corporation

Erscheinungsjahr

2018

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• A simple and efficient empirical likelihood ratio (ELR) test for normality based on moment constraints of the half-normal distribution was developed. The proposed test can also be easily modified to test for departures from half-normality and is relatively simple to implement in various statistical packages with no ordering of observations required. Using Monte Carlo simulations, our test proved to be superior to other well-known existing goodness-of-fit (GoF) tests considered under symmetric alternative distributions for small to moderate sample sizes. A real data example revealed the robustness and applicability of the proposed test as well as its superiority in power over other common existing tests studied.