A test for normality in the presence of outliers

Pooi, Ah Hin * and Soo, Huei Ching * (2012) A test for normality in the presence of outliers. In: ISM International Statistical Conference (1st). Proceedings, 4 - 6 Sept 2012, Dept. of Mathematics, UTM, PERSADA, Johor Bahru.

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Pooi Ah Hin - A test for nromality in the presence of Outliers.pdf - Submitted Version

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Abstract

The Jarque-Bera test is a test based on the coefficients of skewness (S) and kurtoss (K) for testing whether the given random sample is from a normal population. When the random sample of size n constains m outliers, we use the remaining n -- m observations to compute two statistics S* and K* which mimics the statistics S and K. The statistics S* and K* are next transformed to z1 and Z2 which are uncorrelated and having standard normal distributions when the original population is normal. We show that the acceptance region given by a circle in the z1 -- z2 plane is suitable for testing the normality assumption.

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: Jarque-Bera test; outliers
Subjects: Q Science > QA Mathematics
Divisions: Sunway University > Sunway University Business School > Dept. Financial Mathematics & Statistics
Depositing User: Ms. Molly Chuah
Date Deposited: 11 Jan 2014 13:48
Last Modified: 11 Jan 2014 13:48
URI: http://eprints.sunway.edu.my/id/eprint/198

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