IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v25y1971i3p153-157.html
   My bibliography  Save this article

On the Kuiper test for normality with mean and variance unknown

Author

Listed:
  • R. Srinivasan

Abstract

Summary A modified form of the Kuiper statistic Vn is developed for testing the composite hypothesis that a sample of size n comes from a normal population with unspecified mean and variance. Its distribution is derived using Monte Carlo methods. Power comparison with the adjusted Kuiper test proposed by Louter and Koerts [6] indicates that our test is superior with respect to certain alternatives.

Suggested Citation

  • R. Srinivasan, 1971. "On the Kuiper test for normality with mean and variance unknown," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 25(3), pages 153-157, September.
    • Handle: RePEc:bla:stanee:v:25:y:1971:i:3:p:153-157
    DOI: 10.1111/j.1467-9574.1971.tb00143.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9574.1971.tb00143.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9574.1971.tb00143.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bielak, Łukasz & Grzesiek, Aleksandra & Janczura, Joanna & Wyłomańska, Agnieszka, 2021. "Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling," Resources Policy, Elsevier, vol. 74(C).
    2. Agnieszka Wyłomańska & D Robert Iskander & Krzysztof Burnecki, 2020. "Omnibus test for normality based on the Edgeworth expansion," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-36, June.
    3. Marcin Pitera & Aleksei Chechkin & Agnieszka Wyłomańska, 2022. "Goodness-of-fit test for $$\alpha$$ α -stable distribution based on the quantile conditional variance statistics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(2), pages 387-424, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:25:y:1971:i:3:p:153-157. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.