[R] D'Agostino test

Ludwig Baringhaus lbaring at stochastik.uni-hannover.de
Tue Jan 23 08:08:06 CET 2007

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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