A Nonparametric Way of Distribution Testing
Ekrem Kilic ()
Econometrics from EconWPA
Testing the distribution of a random sample can be considered ,indeed, as a goodness-of-fit problem. If we use the nonparametric density estimation of the sample as a consistent estimate of exact distribution, the problem reduces, more specifically, to the distance of two functions. This paper examines the distribution testing from this point of view and suggests a nonparametric procedure. Although the procedure is applicable for all distributions, paper emphasizes on normality test.The critical values for this normality test generated by using Monte Carlo techniques.
Keywords: distribution testing; normality; monte carlo simulation (search for similar items in EconPapers)
JEL-codes: C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Note: Type of Document - pdf; pages: 22
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:0510006
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