Testing for Poissonity-normality vs. other infinite divisibility

A new test for Poissonity—normality is proposed based on the characterization that for Poisson and normal distributions the squared skewness is the same as the kurtosis, and no other infinitely divisible distribution shares this property.

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Bibliographic Details
Published in:Statistics & probability letters 1994-02, Vol.19 (3), p.245-248
Main Authors: Gupta, A.K., Móri, T.F., Székely, G.J.
Format: Article
Language:English
Subjects:
infinitely divisible
kurtosis
normality
Poissonity
Primary 62F03
Primary 62F03 Secondary 62E10 Skewness kurtosis Poissonity normality infinitely divisible
Secondary 62E10
Skewness
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Description
Summary:A new test for Poissonity—normality is proposed based on the characterization that for Poisson and normal distributions the squared skewness is the same as the kurtosis, and no other infinitely divisible distribution shares this property.
ISSN:0167-7152
1879-2103
DOI:10.1016/0167-7152(94)90111-2