Tests for Normality Versus Lognormality

L. A. Klimko; C. E. Antle; A. Rademaker

doi:10.1080/03610927508827309

Tests for Normality Versus Lognormality

L. A. Klimko, C. E. Antle, A. Rademaker

Preventive Medicine

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2 Scopus citations

Abstract

In applied statistics two of the most widely used distributions for continuous random variables ara cha normal and the lognormal. In this paper we consider the problem of selecting one of Chese two distributions. Each distribution is allowed to have unknown location and scale parameters and the lagnormal has an unknown shape parameter in addition. Upper bounds are developed for the power of any cesc which is invariant with respect co location and scale transformations, and the modified ratio of maximized Likelihoods (MRML) test is shown co have powers very near to chese upper bounds.

Original language	English (US)
Pages (from-to)	1009-1019
Number of pages	11
Journal	Communications in Statistics
Volume	4
Issue number	11
DOIs	https://doi.org/10.1080/03610927508827309
State	Published - Jan 1975

ASJC Scopus subject areas

Statistics and Probability

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10.1080/03610927508827309

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title = "Tests for Normality Versus Lognormality",

abstract = "In applied statistics two of the most widely used distributions for continuous random variables ara cha normal and the lognormal. In this paper we consider the problem of selecting one of Chese two distributions. Each distribution is allowed to have unknown location and scale parameters and the lagnormal has an unknown shape parameter in addition. Upper bounds are developed for the power of any cesc which is invariant with respect co location and scale transformations, and the modified ratio of maximized Likelihoods (MRML) test is shown co have powers very near to chese upper bounds.",

author = "Klimko, {L. A.} and Antle, {C. E.} and A. Rademaker",

year = "1975",

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AU - Klimko, L. A.

AU - Antle, C. E.

AU - Rademaker, A.

PY - 1975/1

Y1 - 1975/1

N2 - In applied statistics two of the most widely used distributions for continuous random variables ara cha normal and the lognormal. In this paper we consider the problem of selecting one of Chese two distributions. Each distribution is allowed to have unknown location and scale parameters and the lagnormal has an unknown shape parameter in addition. Upper bounds are developed for the power of any cesc which is invariant with respect co location and scale transformations, and the modified ratio of maximized Likelihoods (MRML) test is shown co have powers very near to chese upper bounds.

AB - In applied statistics two of the most widely used distributions for continuous random variables ara cha normal and the lognormal. In this paper we consider the problem of selecting one of Chese two distributions. Each distribution is allowed to have unknown location and scale parameters and the lagnormal has an unknown shape parameter in addition. Upper bounds are developed for the power of any cesc which is invariant with respect co location and scale transformations, and the modified ratio of maximized Likelihoods (MRML) test is shown co have powers very near to chese upper bounds.

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Tests for Normality Versus Lognormality

Abstract

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