2020
DOI: 10.1371/journal.pone.0233901
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Omnibus test for normality based on the Edgeworth expansion

Abstract: Statistical inference in the form of hypothesis tests and confidence intervals often assumes that the underlying distribution is normal. Similarly, many signal processing techniques rely on the assumption that a stationary time series is normal. As a result, a number of tests have been proposed in the literature for detecting departures from normality. In this article we develop a novel approach to the problem of testing normality by constructing a statistical test based on the Edgeworth expansion, which appro… Show more

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Cited by 14 publications
(5 citation statements)
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“…It is well known [47,48] that the trajectories, driven by the fractional Brownian motion, in the best way are detected with help of the p-VAR test, especially for longer trajectories. In the case of the OU or diffusive Brownian motion process the MAX test is better, as it gives the smallest errors [49,50]. Therefore, we apply it.…”
Section: Detection Of the Laplace Confinement In Random Trajectoriesmentioning
confidence: 99%
“…It is well known [47,48] that the trajectories, driven by the fractional Brownian motion, in the best way are detected with help of the p-VAR test, especially for longer trajectories. In the case of the OU or diffusive Brownian motion process the MAX test is better, as it gives the smallest errors [49,50]. Therefore, we apply it.…”
Section: Detection Of the Laplace Confinement In Random Trajectoriesmentioning
confidence: 99%
“…The statistical significance was measured across all conditions using GraphPad (v9; Graphpad Software Inc., San Diego, CA, USA). The D’Agostino-Pearson Omnibus test was first conducted (confidence level, α = 0.05) to assess the normal distribution of data collected form all stimulus conditions [ 59 ]. These tests identify deviations from parametric data when the parameter, p NORM , is larger than 0.05.…”
Section: Methodsmentioning
confidence: 99%
“…DP omnibus test is best suited for sample sizes between 20 and 1000. The test uses skewness and kurtosis √b1 and b2, respectively, and tests for normality of a random sample of the population (Pearson et al, 1977;Wyłomańska et al, 2020). DP Omnibus test used to find out the stocks are follows normal distribution or not.…”
Section: A) Dp Omnibus Testmentioning
confidence: 99%