Power of the introduced test and standard tests for normality for different sample sizes: N = 50, N = 100; N = 200 and N = 1000, for the mixed Gaussian distribution with respect to the excess kurtosis.
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posted on 2020-06-11, 20:06 authored by Agnieszka Wyłomańska, D. Robert Iskander, Krzysztof BurneckiPowers were calculated on the basis of 5000 simulations. The significance level is equal to 5%.
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hypothesis teststest statisticprobability distributionnovel approachsignal processing techniquesdata examplesleptokurtic onesplatykurtic distributionstesting normalityEdgeworth expansion Statistical inferenceOmnibus testEdgeworth expansionsample sizesconfidence intervalstime seriesleptokurtic distributions
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