Volume 13, Issue 3 (11-2013)
2013, 13(3): 831-842 |
Back to browse issues page
Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:
Maghami M, Iranpanah N. A goodness of fit test for skew normal distributions based on the empirical moment generating function. Journal title 2013; 13 (3) :831-842
URL: http://jsci.khu.ac.ir/article-1-1470-en.html
URL: http://jsci.khu.ac.ir/article-1-1470-en.html
Abstract: (7001 Views)
There are several methods for goodness of fit test for the skew normal distribution. This work focused on method of Meintanis [8] which is based on the empirical moment generating function. This test is discussed for the known and the unknown shape parameter. Meintanis [8] claimed that power of his test is higher than the Kolmogorov–Smirnov test. But this claim is true only for the known shape parameter. In this paper, we provide a new method for finding his test statistic that has more efficiency. Also Meintanis [8] not determine the size of himself test for the known shape parameter which in this paper we will determine it.
Send email to the article author
| Rights and permissions | |
 | This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. |
