Remarks on the Distribution ofin Sampling from a Normal Mixture, and Normal Type A Distribution

Abstract

The asymptotic method described in an earlier article (Bowman and Shenton [2]) is applied to derive the power of the test of normality against skewed alternatives. In particular, normal mixtures of two components and Type A distributions, each depending on four parameters, are considered. Comparisons of the assessment of percentage points of using Cornish-Fisher expansions based on the normal and Monte Carlo simulations are given.