TY - JOUR JF - jsci JO - VL - 13 IS - 3 PY - 2013 Y1 - 2013/11/01 TI - A goodness of fit test for skew normal distributions based on the empirical moment generating function TT - تکمیل آزمون نیکویی برازش برای توزیع چولۀ نرمال بر اساس تابع مولد گشتاور تجربی N2 - 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. SP - 831 EP - 842 AU - Maghami, MM AU - Iranpanah, Nasrollah AD - KW - Skewness KW - Kolmogorov–Smirnov test KW - Parametric bootstrap KW - Monte Carlo simulation UR - http://jsci.khu.ac.ir/article-1-1470-en.html ER -