论文信息 - A New Graphical Tool to Detect Non-Normality

A New Graphical Tool to Detect Non-Normality

A new graphical tool for checking normality of independently and identically distributed observations based on the third derivative T 3 of the logarithm of the empirical moment-generating function is proposed. A significant departure of this function from the horizontal zero line is indicative of non-normality. Behaviour in the neighbourhood of 0 indicates the type of departure from the normal distribution. Examples show that the T 3 -method, when used in conjunction with the classical probability plot, can provide valuable insight into the data and be a powerful graphical tool.

Sucharita Ghosh

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