A measure of skewness for testing departures from normality

2012/02/23 by Nakagawa, Shigekazu, Hashiguchi, Hiroki, Niki, Naoto
#Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1202.5093

Abstract

We propose a new skewness test statistic for normality based on the Pearson measure of skewness. We obtain asymptotic first four moments of the null distribution for this statistic by using a computer algebra system and its normalizing transformation based on the Johnson S_U system. Finally the performance of the proposed statistic is shown by comparing the powers of several skewness test statistics against some alternative hypotheses.

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