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Omnibus tests for normality

Research Project

Project/Area Number 22500266
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionKurashiki University of Science and the Arts

Principal Investigator

NAKAGAWA Shigekazu  倉敷芸術科学大学, 産業科学技術学部, 教授 (90248203)

Co-Investigator(Kenkyū-buntansha) HASHIGUCHI Hiroki  埼玉大学, 大学院・理工学研究科, 准教授 (50266920)
KURODA Masahiro  岡山理科大学, 総合情報学部, 准教授 (90279042)
Project Period (FY) 2010 – 2012
Project Status Completed (Fiscal Year 2012)
Budget Amount *help
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2012: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2011: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2010: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Keywords統計計算 / コンピュータ支援統計
Research Abstract

As a first fruit, we give a new omnibus test statistic for normality based on theJarque-Bera test statistic. We show the null distribution of our proposed statistic has anormal approximation. In addition, we recommend the test based on our statistic whenalternative distributions are symmetric distributions with medium up to long tails.Secondly, we give a recurrence formula for the joint distribution of the skewness andkurtosis statistics.

Report

(4 results)
  • 2012 Annual Research Report   Final Research Report ( PDF )
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (27 results)

All 2013 2012 2011 2010

All Journal Article (7 results) (of which Peer Reviewed: 5 results) Presentation (20 results)

  • [Journal Article] MCMC using Markov bases for computing $p$-values in decomposable log-linear models2013

    • Author(s)
      Kuroda, M., Hashiguchi, H., Nakagawa, S., Geng, Z.
    • Journal Title

      Computational Statistics

      Volume: (掲載確定) Issue: 2 Pages: 831-850

    • DOI

      10.1007/s00180-012-0331-3

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] MCMC using Markov bases for computing p-values in decomposable log-linear models2012

    • Author(s)
      Kuroda, M., Hashiguchi, H., Nakagawa,S. and Geng, Z.
    • Journal Title

      Computational Statistics

      Volume: 28 Pages: 831-850

    • Related Report
      2012 Annual Research Report 2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] A measure of skewness for testing departures from normality2012

    • Author(s)
      Nakagawa, S., Hashiguchi, H. and Niki,N.
    • Volume
      1202
    • Pages
      5093-5093
    • URL

      http://http://arxiv.org/abs/1202.5093

    • Related Report
      2012 Final Research Report
  • [Journal Article] Improved omnibus test statistic for normality2012

    • Author(s)
      Nakagawa, S., Hashiguchi, H. and Niki,N.
    • Journal Title

      Computational Statistics

      Volume: 27 Pages: 299-317

    • Related Report
      2012 Annual Research Report 2012 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A measure of skewness for testing departures from normality2012

    • Author(s)
      Nakagawa, S., Hashiguchi, H. and Niki, N.
    • Journal Title

      http:// http://arxiv.org/abs/1202.5093

      Volume: 5093 Pages: 1-17

    • Related Report
      2012 Annual Research Report
  • [Journal Article] Improved omnibus statistic for normality2011

    • Author(s)
      Nakagawa, S., Hashiguchi, H., Niki, N.
    • Journal Title

      Computational Statistics DOI : 10.1007/s00180-011-0258-0

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Computing p-values in conditional independence models for a contingency table2010

    • Author(s)
      Kuroda, M., Hashiguchi, H., Nakagawa, S.
    • Journal Title

      Computational Statistics

      Volume: 25(1) Pages: 57-70

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Presentation] 歪度に関する正規性検定のRパッケージ化2012

    • Author(s)
      安原和徳,中川重和
    • Organizer
      日本計算機統計学会第26回シンポジウム
    • Place of Presentation
      東京大学
    • Year and Date
      2012-11-01
    • Related Report
      2012 Final Research Report
  • [Presentation] 標本歪度尖度の同時分布,科学研究費・基盤研究(A)2012

    • Author(s)
      中川重和,橋口博樹,仁木直人
    • Organizer
      非対称・非線形統計理論と経済・生体科学への応用
    • Place of Presentation
      松江
    • Year and Date
      2012-10-24
    • Related Report
      2012 Final Research Report
  • [Presentation] 標本歪度尖度分布の同時モーメント2012

    • Author(s)
      中川重和,橋口博樹,仁木直人
    • Organizer
      2012年度統計関連学会連合大会
    • Place of Presentation
      北海道大学
    • Year and Date
      2012-09-11
    • Related Report
      2012 Final Research Report
  • [Presentation] On a bivariate density function for the distribution of the skewness and kurtosis statistics2012

    • Author(s)
      Nakagawa, S., Hashiguchi, H. and Niki, N.
    • Organizer
      The 2 nstitute of Mathematical Statistics Asia Pacificnd Rim Meeting
    • Place of Presentation
      つくば国際会議場
    • Year and Date
      2012-07-03
    • Related Report
      2012 Final Research Report
  • [Presentation] 標本歪度と標本尖度分布の同時密度関数導出と数式処理2012

    • Author(s)
      中川重和,橋口博樹,仁木直人
    • Organizer
      第21回日本数式処理学会
    • Place of Presentation
      山口大学
    • Year and Date
      2012-06-08
    • Related Report
      2012 Final Research Report
  • [Presentation] 標本歪度と標本尖度の同時密度関数2012

    • Author(s)
      中川重和,橋口博樹,仁木直人
    • Organizer
      日本計算機統計学会第26回大会
    • Place of Presentation
      高松
    • Year and Date
      2012-05-13
    • Related Report
      2012 Annual Research Report 2012 Final Research Report
  • [Presentation] 統計量分布論にあらわれる代数計算2012

    • Author(s)
      中川重和
    • Organizer
      RIMS研究集会,代数系および計算機科学基礎
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2012-02-20
    • Related Report
      2012 Final Research Report 2011 Annual Research Report
  • [Presentation] 歪度に関する正規性検定の R パッケージ化2012

    • Author(s)
      安原和徳,中川重和
    • Organizer
      日本計算機統計学会第 26 回シンポジウム
    • Place of Presentation
      東京大学
    • Related Report
      2012 Annual Research Report
  • [Presentation] 標本歪度尖度の同時分布2012

    • Author(s)
      中川重和,橋口博樹,仁木直人
    • Organizer
      科学研究費・基盤研究(A)「非対称・非線形統計理論と経済・生体科学への応用」松江シンポジウム
    • Place of Presentation
      松江
    • Related Report
      2012 Annual Research Report
  • [Presentation] 標本歪度尖度分布の同時モーメント2012

    • Author(s)
      中川重和,橋口博樹,仁木直人
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      北海道大学
    • Related Report
      2012 Annual Research Report
  • [Presentation] On a bivariate density function for the distribution of the skewness and kurtosis statistics2012

    • Author(s)
      Nakagawa, S., Hashiguchi, H. and Niki, N
    • Organizer
      The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      つくば国際会議場
    • Related Report
      2012 Annual Research Report
  • [Presentation] 標本歪度と標本尖度分布の同時密度関数導出と数式処理2012

    • Author(s)
      中川重和,橋口博樹,仁木直人
    • Organizer
      第21回日本数式処理学会
    • Place of Presentation
      山口大学
    • Related Report
      2012 Annual Research Report
  • [Presentation] A measure of skewness of testing for normality2011

    • Author(s)
      Nakagawa, S., Hashiguchi, H. and Niki, N.
    • Organizer
      The 76 Annual and the 17 th International Meeting of the Psychometric Society
    • Place of Presentation
      The Hong Kong Institue of Education(香港)
    • Year and Date
      2011-07-22
    • Related Report
      2012 Final Research Report
  • [Presentation] A measure of skewness of testing for normality2011

    • Author(s)
      S.Nakagawa, H.Hashiguchi, N.Niki
    • Organizer
      The 76^<th> Annual and the 17^<th> International Meeting of the Psychometric Society
    • Place of Presentation
      The Hong Kong Institue of Education(香港)
    • Year and Date
      2011-07-22
    • Related Report
      2011 Annual Research Report
  • [Presentation] 歪度に関する正規性検定の検出力比較2010

    • Author(s)
      中川重和,橋口博樹,仁木直人
    • Organizer
      日本計算機統計学会第24回シンポジウム
    • Place of Presentation
      箕面市立メイプルホール
    • Year and Date
      2010-11-11
    • Related Report
      2012 Final Research Report
  • [Presentation] 歪度に関する正規性検定の検出力比較2010

    • Author(s)
      中川重和, 橋口博樹, 仁木直人
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      箕面市立メイプルホール(大阪府)
    • Year and Date
      2010-11-11
    • Related Report
      2010 Annual Research Report
  • [Presentation] A Power Comparison for Testing Normality2010

    • Author(s)
      Nakagawa, S., Hashiguchi, H. and Niki,N
    • Organizer
      19 International Conference of Computational Statistics
    • Place of Presentation
      CNAM(パリ)
    • Year and Date
      2010-08-25
    • Related Report
      2012 Final Research Report
  • [Presentation] A Power Comparison for Testing Normality2010

    • Author(s)
      Nakagawa, S., Hashiguchi, H., Niki, N.
    • Organizer
      19^<th> International Conference of Computational Statistics
    • Place of Presentation
      CNAM(パリ)
    • Year and Date
      2010-08-25
    • Related Report
      2010 Annual Research Report
  • [Presentation] 正規性の総括的検定における検出力比較2010

    • Author(s)
      中川重和,谷川将,橋口博樹,仁木直人
    • Organizer
      日本計算機統計学会第24回大会
    • Place of Presentation
      統計数理研究所(東京都)
    • Year and Date
      2010-05-14
    • Related Report
      2012 Final Research Report
  • [Presentation] 正規性の総括的検定における検出力比較2010

    • Author(s)
      中川重和, 谷川将, 橋口博樹, 仁木直人
    • Organizer
      日本計算機統計学会
    • Place of Presentation
      統計数理研究所(東京都)
    • Year and Date
      2010-05-14
    • Related Report
      2010 Annual Research Report

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Published: 2010-08-23   Modified: 2019-07-29  

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