A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY

Keyphrases

• New Characterization 100%
• Normality Test 100%
• Asymptotic Covariance 66%
• Sample Quantile 66%
• Sample Mean 66%
• Easy-to-implement 33%
• Covariance 33%
• Monte Carlo 33%
• Testing Procedures 33%
• Covariance Function 33%
• Statistical Inference 33%
• Formal Testing 33%
• Omnibus Test 33%
• Underlying Distribution 33%
• Stock Returns 33%
• Finite Sample Properties 33%

Mathematics

• Gaussian Distribution 100%
• Quantile 100%
• Asymptotics 50%
• Covariance 50%
• Sample Mean 50%
• Monte Carlo 25%
• Covariance Function 25%
• Testing Procedure 25%
• Inferential Statistics 25%
• Omnibus Test 25%
• Underlying Distribution 25%
• Normal Test 25%
• Graphical Procedure 25%