NORMAL SCORES, NORMAL PLOTS, AND TESTS FOR NORMALITY

Citation
Bm. Brown et Tp. Hettmansperger, NORMAL SCORES, NORMAL PLOTS, AND TESTS FOR NORMALITY, Journal of the American Statistical Association, 91(436), 1996, pp. 1668-1675
Citations number
29
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Volume
91
Issue
436
Year of publication
1996
Pages
1668 - 1675
Database
ISI
SICI code
Abstract
In this article we develop new plotting positions for normal plots. Th e use of the plots usually centers on detecting irregular tail behavio r or outliers. Along with the normal plot, we develop tests for variou s departures from normality, especially for skewness and heavy rails. The tests can be considered as components of a Shapiro-Wilk type test that has been decomposed into different sources of nonnormality. Conve rgence to the limiting distributions is slow, so finite sample correct ions are included to make the tests useful for small sample sizes.