An Empirical Likelihood Ratio Test for Normality |
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| Authors: | Lauren Bin Dong |
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| Institution: | Income and Expenditure Accounts Division, Statistics Canada , Ottawa, Ontario, Canada |
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| Abstract: | The empirical likelihood ratio (ELR) test for the problem of testing for normality is derived in this article. The sampling properties of the ELR test and four other commonly used tests are provided and analyzed using the Monte Carlo simulation technique. The power comparisons against a wide range of alternative distributions show that the ELR test is the most powerful of these tests in certain situations. |
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| Keywords: | Empirical likelihood Monte Carlo simulation Testing for normality |
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