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Testing for Poissonity-normality vs. other infinite divisibility

Author

Listed:
  • Gupta, A. K.
  • Móri, T. F.
  • Székely, G. J.

Abstract

A new test for Poissonity--normality is proposed based on the characterization that for Poisson and normal distributions the squared skewness is the same as the kurtosis, and no other infinitely divisible distribution shares this property.

Suggested Citation

  • Gupta, A. K. & Móri, T. F. & Székely, G. J., 1994. "Testing for Poissonity-normality vs. other infinite divisibility," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 245-248, February.
    • Handle: RePEc:eee:stapro:v:19:y:1994:i:3:p:245-248
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    Cited by:

    1. Székely, Gábor J. & Rizzo, Maria L., 2004. "Mean distance test of Poisson distribution," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 241-247, April.
    2. Sapatinas, Theofanis & Shanbhag, Damodar N., 2010. "Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 500-511, March.
    3. Klaassen, Chris A. J. & Mokveld, Philip J. & van Es, Bert, 2000. "Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 131-135, November.

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