A Test of Normality With High Uniform Power
Document Type
Article
Publication Date
9-28-2002
Description
Kurtosis can be measured in more than one way. A modification of Geary's measure of kurtosis is shown to be more sensitive to kurtosis in the center of the distribution while Pearson's measure of kurtosis is more sensitive to kurtosis in the tails of the distribution. The modified Geary measure and the Pearson measure are used to define a joint test of kurtosis that has high uniform power across a very wide range of symmetric nonnormal distributions.
Citation Information
Bonett, Douglas G.; and Seier, Edith. 2002. A Test of Normality With High Uniform Power. Computational Statistics and Data Analysis. Vol.40(3). 435-445. https://doi.org/10.1016/S0167-9473(02)00074-9 ISSN: 0167-9473