Testing for Poissonity-normality vs. other infinite divisibility

A new test for Poissonity--normality is proposed based on the characterization that for Poisson and normal distributions the squared skewness is the same as the kurtosis, and no other infinitely divisible distribution shares this property.

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Year of publication:	1994
Authors:	Gupta, A. K. ; Móri, T. F. ; Székely, G. J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 19.1994, 3, p. 245-248
Publisher:	Elsevier
Keywords:	Primary 62F03 Secondary 62E10 Skewness kurtosis Poissonity normality infinitely divisible

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

Persistent link: https://www.econbiz.de/10005223373