A note on scale estimates based on the empirical characteristic function and their application to test for normality

A. H. Welsh

Statistics & Probability Letters, 1984, vol. 2, issue 6, 345-348

Abstract: We present a test for the composite hypothesis of normality against general alternatives. The test statistic is essentially the difference of two estimates of scale based on the empirical characteristic function. The test is simple to apply and its performance is comparable with that of several other well-known tests of normality.

Keywords: test; of; normality; scale; estimate (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (1)

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