Re: [R] D'Agostino test

From: Ludwig Baringhaus <lbaring_at_stochastik.uni-hannover.de>
Date: Tue 23 Jan 2007 - 07:08:06 GMT

Am Montag, 22. Januar 2007 12:33 schrieb Matthieu Mourroux:
> Hello,
>
> I'd like to know if the D'Agostino test of normality is reliable,
The test is not consistent. The test statistic can be used for testing the hypothesis of uniformity.

See the paper

Baringhaus, L.; Henze, N.
A test for uniformity with unknown limits based on D'Agostino's $D$. Statist. Probab. Lett. 9 (1990), no. 4, 299--304.

for details.

L. Baringhaus
Leibniz Universitaet Hannover
Institut fuer Mathematische Stochastik



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