Abstract
While many tests of univariate and multivariate normality have been proposed, those based on skewness and kurtosis coefficients are widely presumed to offer the advantage of diagnosing how distributions depart from normality. However, results summarized from many Monte Carlo studies show that tests based on skewness coefficients do not reliably discriminate between skewed and non-skewed distributions. Indeed, the use of skewness tests to discriminate between these distributions lacks theoretical foundation. The performance of skewness tests is shown to be very sensitive to the kurtosis of the underlying distribution.
Original language | English (US) |
---|---|
Pages (from-to) | 437-459 |
Number of pages | 23 |
Journal | Communications in Statistics - Simulation and Computation |
Volume | 22 |
Issue number | 2 |
DOIs | |
State | Published - Jan 1 1993 |
Externally published | Yes |
Keywords
- kurtosis
- multivariate
- normality
- radii
- skewness
- univariate normality
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation