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Remarks on the Distribution of <tex-math>$\sqrtb_1$</tex-math> in Sampling from a Normal Mixture, and Normal Type A Distribution TeX Export

Journal of the American Statistical Association, Vol. 68, No. 344. (1973), pp. 998-1003.

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The asymptotic method described in an earlier article (Bowman and Shenton [2]) is applied to derive the power of the <tex-math>$\sqrtb_1$</tex-math> test of normality against skewed alternatives. In particular, normal mixtures of two components and Type A distributions, each depending on four parameters, are considered. Comparisons of the assessment of percentage points of <tex-math>$\sqrtb_1$</tex-math> using Cornish-Fisher expansions based on the normal and Monte Carlo simulations are given.


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