A new test for normality

Anil K. Bera

doi:10.1016/0165-1765(82)90161-6

A new test for normality

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Abstract

Burr (1942) type XII distribution f{hook}(u)=kc u^c-1(1+u^c)^-(k+1) u≥0, k > 0, c > 0 is considered. Particular values of k and c give β₁ {reversed tilde equals} 0 and β₂ {reversed tilde equals} 3. Using this fact tests for normality of observations and regression disturbances are constructed.u.1. Introduction.

Original language	English (US)
Pages (from-to)	263-268
Number of pages	6
Journal	Economics Letters
Volume	9
Issue number	3
DOIs	https://doi.org/10.1016/0165-1765(82)90161-6
State	Published - 1982
Externally published	Yes

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/0165-1765(82)90161-6

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title = "A new test for normality",

abstract = "Burr (1942) type XII distribution f{hook}(u)=kc uc-1(1+uc)-(k+1) u≥0, k > 0, c > 0 is considered. Particular values of k and c give β1 {reversed tilde equals} 0 and β2 {reversed tilde equals} 3. Using this fact tests for normality of observations and regression disturbances are constructed.u.1. Introduction.",

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language = "English (US)",

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AB - Burr (1942) type XII distribution f{hook}(u)=kc uc-1(1+uc)-(k+1) u≥0, k > 0, c > 0 is considered. Particular values of k and c give β1 {reversed tilde equals} 0 and β2 {reversed tilde equals} 3. Using this fact tests for normality of observations and regression disturbances are constructed.u.1. Introduction.

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DO - 10.1016/0165-1765(82)90161-6

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ER -

A new test for normality

Abstract

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