检验偏离正态性的一种偏度度量

S. Nakagawa, Hiroki Hashiguchi, N. Niki
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引用次数: 1

摘要

我们提出了一种新的基于Pearson偏度度量的正态性偏度检验统计量。利用计算机代数系统及其基于Johnson $S_{U}$系统的归一化变换,得到了该统计量的零分布的渐近前四阶矩。最后,通过比较几个偏度检验统计量对一些备选假设的幂来显示所提出统计量的性能。
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A measure of skewness for testing departures from normality
We propose a new skewness test statistic for normality based on the Pearson measure of skewness. We obtain asymptotic first four moments of the null distribution for this statistic by using a computer algebra system and its normalizing transformation based on the Johnson $S_{U}$ system. Finally the performance of the proposed statistic is shown by comparing the powers of several skewness test statistics against some alternative hypotheses.
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