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arXiv · 1605.06293

The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples

J. Martin van Zyl
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Abstract

An empirical power comparison is made between two tests based on the empirical characteristic function and some of the best performing tests for normality. A simple normality test based on the empirical characteristic function calculated in a single point is shown to outperform the more complicated Epps-Pulley test and the frequentist tests included in the study in large samples.

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J. Martin van Zyl. 2016-05-20. The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples. https://arxiv.org/abs/1605.06293

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