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- Title
Goodness-of-fit test for skew normality based on energy statistics.
- Authors
Opperman, Logan; Ning, Wei
- Abstract
In this paper, we propose a goodness-of-fit test based on the energy statistic for skew normality. Simulations indicate that the Type-I error of the proposed test can be controlled reasonably well for given nominal levels. Power comparisons to other existing methods under different settings show the advantage of the proposed test. Such a test is applied to two real data sets to illustrate the testing procedure.
- Subjects
GOODNESS-of-fit tests; STATISTICS; SKEWNESS (Probability theory); GAUSSIAN distribution
- Publication
Random Operators & Stochastic Equations, 2020, Vol 28, Issue 3, p227
- ISSN
0926-6364
- Publication type
Article
- DOI
10.1515/rose-2020-2042