Two location and scale-free goodness-of-fit tests

Abstract

Location and scale-free goodness-of-fit tests based on new orderings of skewness and kurtosis are introduced. Davis & Quade (1978) have presented the test statistics earlier but they did not study their properties in testing goodness-of-fit. A combined test is also given. Some Monte Carlo comparisons show that the new tests have good power properties for testing normality.