Exploring the statistical applicability of the Poincaré inequality: a test of normality |
| |
| Authors: | Aldo Goia Ernesto Salinelli Pascal Sarda |
| |
| Affiliation: | 1.Dipartimento di Scienze Economiche e Metodi Quantitativi,Università del Piemonte Orientale “A. Avogadro”—Alessandria, Novara, Vercelli,Novara,Italy;2.Institut de Mathématiques de Toulouse, équipe LSP,Université Paul Sabatier,Toulouse Cedex,France |
| |
| Abstract: | A new test of normality based on Poincaré inequality is proposed and analyzed. It rests on the characterization of the normal
distribution given by Borovkov and Utev, i.e., a r.v. is normal if and only if its Poincaré constant is equal to its variance. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
