The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples
Computation
2018-11-06 v2 Methodology
Abstract
An empirical power comparison is made between two tests based on the empirical characteristic function and some of the best performing tests for normality. A simple normality test based on the empirical characteristic function calculated in a single point is shown to outperform the more complicated Epps-Pulley test and the frequentist tests included in the study in large samples.
Keywords
Cite
@article{arxiv.1605.06293,
title = {The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples},
author = {J. Martin van Zyl},
journal= {arXiv preprint arXiv:1605.06293},
year = {2018}
}
Comments
5 figures, 5 tables