Journal of the Iranian Statistical Society

On the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality

Authors

1 1Department of Statistics, Faculty of Mathematics, Yazd University, Iran.

2 Department of Statistics, Faculty of Mathematics, Yazd University, Iran.

10.52547/jirss.19.2.119

Abstract

It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. The aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (MSN) distribution. We address the problem of multivariate skew-normality goodness-of-fit based on the empirical Laplace transform and empirical characteristic function, respectively, using the canonical form of the MSN distribution. Applications with Monte Carlo simulations and real-life data examples are reported to illustrate the usefulness of the new tests.

Keywords

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Journal of the Iranian Statistical Society
Volume 19, Issue 2
December 2020
Pages 119-131
  • Receive Date: 23 July 2022
  • Revise Date: 10 May 2024
  • Accept Date: 23 July 2022