A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function

DOI10.1080/03610918.2010.490318zbMath1195.62058OpenAlexW2092329288MaRDI QIDQ3590005

Ahmad A. Zghoul

Publication date: 17 September 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2010.490318

zbMATH Keywords

tablessimulationpowerstable distributionsgoodness of fitempirical moment generating function

Mathematics Subject Classification ID

Related Items (6)

Test of Normality Against Generalized Exponential Power Alternatives ⋮ On a test of normality based on the empirical moment generating function ⋮ CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS ⋮ A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function ⋮ Normality Test Based on a Truncated Mean Characterization ⋮ Probability Generating Function Based Jeffrey's Divergence for Statistical Inference

Cites Work

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• Goodness-of-fit tests based on empirical characteristic functions
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• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• The studentized empirical characteristic function and its application to test for the shape of distribution
• A test of separate families of distributions based on the empirical moment generating function
• Goodness-of-fit test based on empirical characterisitc function
• An analysis of variance test for normality (complete samples)
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
• Transformations Related to the Angular and the Square Root
• A test for normality based on the empirical characteristic function
• Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function

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