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Mathematics Qualifying Exam Question Bank

Department of Mathematics

Question

Math 6010 • Linear Models

Fall 2015 • Question 12

Question

Math 6010 • Linear Models Fall 2015 • Question 12

Let \(X_1,X_2,\ldots ,X_n\) be independent and identically distributed random variables with distribution function \(F\). We wish to test that \(F\) is a normal distribution function. Provide at least two different methods on to test for the normality of \(F\).

Raw LaTeX

Let \(X_1,X_2,\ldots,X_n\) be independent and identically distributed
random variables with distribution function \(F\). We wish to test that \(F\) is a
normal distribution function. Provide at least two different methods on to test
for the normality of \(F\).

Topic Tags

Covariance and Independence F-Tests and t-Tests Multivariate Normal Distributions Uniform Integrability and Truncation Methods