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

C. S. Marange and Y. Qin

Journal of Probability and Statistics, 2018, vol. 2018, 1-10

Abstract:

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.

Date: 2018
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://downloads.hindawi.com/journals/JPS/2018/8094146.pdf (application/pdf)
http://downloads.hindawi.com/journals/JPS/2018/8094146.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:8094146

DOI: 10.1155/2018/8094146

Access Statistics for this article

More articles in Journal of Probability and Statistics from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().