S-WoPEc
 
Scandinavian Working Papers in Economics
HomeAboutSeriesSubject/JEL codesAdvanced Search
The Economic Research Institute, Stockholm School of Economics SSE/EFI Working Paper Series in Economics and Finance

No 310:
A Normality Test for the Mean Estimator

Michael K. Andersson

Abstract: This note proposes a tool to investigate and demonstrate the adequacy of the central limit theorem in small samples. The suggested testing procedure provides a method to investigate if the mean estimator is approximately normally distributed, given data and sample size at hand. This is important when deciding upon inference procedure, i.e. is parametric inference possible or do we have to settle for nonparametrics. The procedure is well-suited for teaching in under-graduate statistics classes.

Keywords: Central limit theorem; Bootstrap; Empirical distribution.; (follow links to similar papers)

JEL-Codes: A22; C12; (follow links to similar papers)

6 pages, February 26, 1999

Before downloading any of the electronic versions below you should read our statement on copyright.
Download GhostScript for viewing Postscript files and the Acrobat Reader for viewing and printing pdf files.

Full text versions of the paper:

hastef0310.pdf.zip    PDF-file (zipped) (103kB) 
hastef0310.pdf    PDF-file (140kB) 
hastef0310.ps.zip    PKZipped PostScript (128kB) 
hastef0310.ps    PostScript file (446kB) 
Download Statistics

Questions (including download problems) about the papers in this series should be directed to Helena Lundin ()
Report other problems with accessing this service to Sune Karlsson () or Helena Lundin ().

Programing by
Design by Joachim Ekebom

Handle: RePEc:hhs:hastef:0310 This page was generated on 2014-12-14 19:22:57