Omnibus test of normality using the Q statistic

Paul Zhang

Journal of Applied Statistics, 1999, vol. 26, issue 4, 519-528

Abstract: A new statistical procedure for testing normality is proposed. The Q statistic is derived as the ratio of two linear combinations of the ordered random observations. The coefficients of the linear combinations are utilizing the expected values of the order statistics from the standard normal distribution. This test is omnibus to detect the deviations from normality that result from either skewness or kurtosis. The statistic is independent of the origin and the scale under the null hypothesis of normality, and the null distribution of Q can be very well approximated by the Cornish-Fisher expansion. The powers for various alternative distributions were compared with several other test statistics by simulations.

Date: 1999
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DOI: 10.1080/02664769922395

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