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A measure of skewness for testing departures from normality

Computation 2012-02-24 v1 Statistics Theory Statistics Theory

Abstract

We propose a new skewness test statistic for normality based on the Pearson measure of skewness. We obtain asymptotic first four moments of the null distribution for this statistic by using a computer algebra system and its normalizing transformation based on the Johnson SUS_{U} system. Finally the performance of the proposed statistic is shown by comparing the powers of several skewness test statistics against some alternative hypotheses.

Keywords

Cite

@article{arxiv.1202.5093,
  title  = {A measure of skewness for testing departures from normality},
  author = {Shigekazu Nakagawa and Hiroki Hashiguchi and Naoto Niki},
  journal= {arXiv preprint arXiv:1202.5093},
  year   = {2012}
}

Comments

17 pages, 8 figures