You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Distribution of the Kurtosis Statistic b2 for Normal Samples
F. J. Anscombe and William J. Glynn
Vol. 70, No. 1 (Apr., 1983), pp. 227-234
Stable URL: http://www.jstor.org/stable/2335960
Page Count: 8
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
D'Agostino & Pearson (1973) gave percentage points of the distribution of b2 for independent observations from a common univariate normal distribution. Their results can be adequately approximated, when the first three moments of the distribution of b2 have been determined, by fitting a linear function of the reciprocal of a χ2 variable and then using the Wilson-Hilferty transformation. Evidence is presented suggesting that the same method of approximation is satisfactory for the b2 statistic calculated from any set of linear-least-squares residuals, on the hypothesis of normal homoscedastic errors.
Biometrika © 1983 Biometrika Trust