2012 Fiscal Year Final Research Report
Omnibus tests for normality
| Project/Area Number |
22500266
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Kurashiki University of Science and the Arts |
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Principal Investigator |
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| 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)
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| Project Period (FY) |
2010 – 2012
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| Keywords | 統計計算 / コンピュータ支援統計 |
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| 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.
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