A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution
A simple and efficient empirical likelihood ratio (ELR) test for normality based on moment constraints of the half-normal distribution was developed. The proposed test can also be easily modified to test for departures from half-normality and is relatively simple to implement in various statistical...
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| Format: | Article |
| Language: | English |
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Wiley
2018-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2018/8094146 |
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| _version_ | 1832560002575892480 |
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| author | C. S. Marange Y. Qin |
| author_facet | C. S. Marange Y. Qin |
| author_sort | C. S. Marange |
| collection | DOAJ |
| description | A simple and efficient empirical likelihood ratio (ELR) test for normality based on moment constraints of the half-normal distribution was developed. The proposed test can also be easily modified to test for departures from half-normality and is relatively simple to implement in various statistical packages with no ordering of observations required. Using Monte Carlo simulations, our test proved to be superior to other well-known existing goodness-of-fit (GoF) tests considered under symmetric alternative distributions for small to moderate sample sizes. A real data example revealed the robustness and applicability of the proposed test as well as its superiority in power over other common existing tests studied. |
| format | Article |
| id | doaj-art-dc49d7c7200b4344adab9e0c041794b7 |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2018-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-dc49d7c7200b4344adab9e0c041794b72025-02-03T01:28:47ZengWileyJournal of Probability and Statistics1687-952X1687-95382018-01-01201810.1155/2018/80941468094146A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal DistributionC. S. Marange0Y. Qin1Department of Statistics, Faculty of Science and Agriculture, Fort Hare University, East London Campus, 5200, South AfricaDepartment of Statistics, Faculty of Science and Agriculture, Fort Hare University, East London Campus, 5200, South AfricaA simple and efficient empirical likelihood ratio (ELR) test for normality based on moment constraints of the half-normal distribution was developed. The proposed test can also be easily modified to test for departures from half-normality and is relatively simple to implement in various statistical packages with no ordering of observations required. Using Monte Carlo simulations, our test proved to be superior to other well-known existing goodness-of-fit (GoF) tests considered under symmetric alternative distributions for small to moderate sample sizes. A real data example revealed the robustness and applicability of the proposed test as well as its superiority in power over other common existing tests studied.http://dx.doi.org/10.1155/2018/8094146 |
| spellingShingle | C. S. Marange Y. Qin A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution Journal of Probability and Statistics |
| title | A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution |
| title_full | A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution |
| title_fullStr | A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution |
| title_full_unstemmed | A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution |
| title_short | A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution |
| title_sort | simple empirical likelihood ratio test for normality based on the moment constraints of a half normal distribution |
| url | http://dx.doi.org/10.1155/2018/8094146 |
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