فهرست نشریات علمی دسترسی آزاد ایران

In this paper, we propose an alternative generalization of a recent test for univariate normality which is based on the empirical moment generating function to the multivariate case. We show, among other properties, that the proposed weighted L2-class of statistics is affine invariant and consistent. The empirical critical values of the proposed test are evaluated for different sample sizes, variable dimensions and values of the smoothing parameter through large scale simulations. The empirical power comparison of the test with a strong competitor shows that the test has a considerably high power performance, especially at large sample sizes as well as under heavy-tailed alternative distributions. The application of the statistic, together with its competitor, to six real-life datasets also supports the considerable good power performance of the proposed statistic as well as its ease of application.