ON AN APPROXIMATE DISTRIBUTION OF THE KURTOSIS STATISTIC FROM A NORMAL POPULATION
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Graphical Abstract
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Abstract
The kurtosis statisticb2 is important for the test of normality. However, it is impos- sible to get exactly the distribution and quantiles of b2 under the general assumption of normality. This paper proposes to get an approximate distribution whose first four moments are the same as that of b2, and the fifth and the sixth moments are most close to that of b2. The quantiles are computed.
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