A test for uniformity with unknown limits based on d'agostino's D

Although still being recommended as a goodness-of-fit test for normality, we present some motivations to consider D'Agostino's statistic D for testing of uniformity on an unknown interval. As a matter of fact, D turns out to be a linear function of the Cramer-von Mises distance between the empirical distribution function and a rectangular distribution with suitably estimated endpoints. The limiting null distribution of D is found.

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Year of publication:	1990
Authors:	Baringhaus, L. ; Henze, N.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 4, p. 299-304
Publisher:	Elsevier
Keywords:	D'Agostino's D test for uniformity with unknown limits U-statistics characterization of the uniform distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005137888