Volume 13, Issue 3 (11-2013)                   2013, 13(3): 831-842 | Back to browse issues page

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A goodness of fit test for skew normal distributions based on the empirical moment generating function
MM Maghami , Nasrollah Iranpanah 1
Abstract:   (5928 Views)
There are several methods for goodness of fit test for the skew normal distribution. This work focused on method of Meintanis [8] which is based on the empirical moment generating function. This test is discussed for the known and the unknown shape parameter. Meintanis [8] claimed that power of his test is higher than the Kolmogorov–Smirnov test. But this claim is true only for the known shape parameter. In this paper, we provide a new method for finding his test statistic that has more efficiency. Also Meintanis [8] not determine the size of himself test for the known shape parameter which in this paper we will determine it.
Keywords: Skewness, Kolmogorov–Smirnov test, Parametric bootstrap, Monte Carlo simulation
Full-Text [PDF 595 kb]   (1170 Downloads)    
Type of Study: Research Paper | Subject: Mathematic
Published: 2013/11/15
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