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A note on scale estimates based on the empirical characteristic function and their application to test for normality

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  • Welsh, A. H.

Abstract

We present a test for the composite hypothesis of normality against general alternatives. The test statistic is essentially the difference of two estimates of scale based on the empirical characteristic function. The test is simple to apply and its performance is comparable with that of several other well-known tests of normality.

Suggested Citation

  • Welsh, A. H., 1984. "A note on scale estimates based on the empirical characteristic function and their application to test for normality," Statistics & Probability Letters, Elsevier, vol. 2(6), pages 345-348, December.
    • Handle: RePEc:eee:stapro:v:2:y:1984:i:6:p:345-348
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    Cited by:

    1. Jiménez Gamero, M.D. & Muñoz García, J. & Pino Mejías, R., 2005. "Testing goodness of fit for the distribution of errors in multivariate linear models," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 301-322, August.

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    Keywords

    test of normality scale estimate;

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