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A Test for Normality of Observations and Regression Residuals

Carlos M. Jarque and Anil K. Bera
International Statistical Review / Revue Internationale de Statistique
Vol. 55, No. 2 (Aug., 1987), pp. 163-172
DOI: 10.2307/1403192
Stable URL: http://www.jstor.org/stable/1403192
Page Count: 10
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A Test for Normality of Observations and Regression Residuals
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Abstract

Using the Lagrange multiplier procedure or score test on the Pearson family of distributions we obtain tests for normality of observations and regression disturbances. The tests suggested have optimum asymptotic power properties and good finite sample performance. Due to their simplicity they should prove to be useful tools in statistical analysis. /// En utilisant la procédure du multiplicateur de Lagrange, ou le score test, sur les distributions du genre Pearson, on obtient des tests de normalité pour les observations et les résidus de régression. Les tests suggérés ont des proprietés optimales asymptotiques et des bonnes performances pour des échantillons finis. A cause de leur simplicité ces tests doivent s'avérer comme des instruments utiles dans l'analyse statistique.

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