Fisher Information Test of Normality
An extremal property of normal distributions is that they have the smallest Fisher Information for location among all distributions with the same variance. A new test of normality proposed by Terrell (1995) utilizes the above property by finding that density of maximum likelihood constrained on havi...
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| Format: | Others |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/30725 http://scholar.lib.vt.edu/theses/available/etd-82198-9530/ |