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An empirical likelihood ratio based goodness-of-fit test for skew normality

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Abstract

In this paper, an empirical likelihood ratio based goodness-of-fit test for the skew normality is proposed. The asymptotic results of the test statistic under the null hypothesis and the alternative hypothesis are derived. Simulations indicate that the Type I error of the proposed test can be well controlled for a given nominal level. The power comparison with other available tests shows that the proposed test is competitive. The test is applied to IQ scores data set and Australian Institute of Sport data set to illustrate the testing procedure.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH, 43403, USA

    Wei Ning & Grace Ngunkeng

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  1. Wei Ning
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  2. Grace Ngunkeng
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Correspondence to Wei Ning.

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Ning, W., Ngunkeng, G. An empirical likelihood ratio based goodness-of-fit test for skew normality. Stat Methods Appl 22, 209–226 (2013). https://doi.org/10.1007/s10260-012-0218-z

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  • DOI: https://doi.org/10.1007/s10260-012-0218-z

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