An empirical likelihood ratio based goodness-of-fit test for skew normality

被引：11

作者：

Ning, Wei ^{[1
]}

Ngunkeng, Grace ^{[1
]}

机构：

[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

来源：

STATISTICAL METHODS AND APPLICATIONS | 2013年 / 22卷 / 02期

关键词：

Empirical likelihood; Likelihood ratio; Goodness-of-fit test; Skew normal distribution;

D O I：

10.1007/s10260-012-0218-z

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, an empirical likelihood ratio based goodness-of-fit test for the skew normality is proposed. The asymptotic results of the test statistic under the null hypothesis and the alternative hypothesis are derived. Simulations indicate that the Type I error of the proposed test can be well controlled for a given nominal level. The power comparison with other available tests shows that the proposed test is competitive. The test is applied to IQ scores data set and Australian Institute of Sport data set to illustrate the testing procedure.

引用

页码：209 / 226

页数：18

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