A test of normality with high uniform power

Authors:
Douglas G. Bonett;Edith Seier
Affiliations:
Department of Statistics, Iowa State University, Snedecor Hall, 50011-1210 Ames, IA;Department of Mathematics, East Tennessee State University, Johnson City, TN
Venue:
Computational Statistics & Data Analysis
Year:
2002

Citing 2
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Abstract

Kurtosis can be measured in more than one way. A modification of Geary's measure of kurtosis is shown to be more sensitive to kurtosis in the center of the distribution while Pearson's measure of kurtosis is more sensitive to kurtosis in the tails of the distribution. The modified Geary measure and the Pearson measure are used to define a joint test of kurtosis that has high uniform power across a very wide range of symmetric nonnormal distributions.