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A Normality Test for the Mean Estimator

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  • Andersson, Michael K.

    (Dept. of Economic Statistics, Stockholm School of Economics)

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    Abstract

    This note proposes a tool to investigate and demonstrate the adequacy of the central limit theorem in small samples. The suggested testing procedure provides a method to investigate if the mean estimator is approximately normally distributed, given data and sample size at hand. This is important when deciding upon inference procedure, i.e. is parametric inference possible or do we have to settle for nonparametrics. The procedure is well-suited for teaching in under-graduate statistics classes.

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    Bibliographic Info

    Paper provided by Stockholm School of Economics in its series Working Paper Series in Economics and Finance with number 310.

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    Length: 6 pages
    Date of creation: 26 Feb 1999
    Date of revision:
    Handle: RePEc:hhs:hastef:0310

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    Related research

    Keywords: Central limit theorem; Bootstrap; Empirical distribution.;

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