What exactly is an Anderson-Darling test? Testing for normality is often the first step in analyzing your data. Many statistical tools you might use have normality as an underlying assumption. If you ...

This column is the fourth in a series on parameter estimation, leading up to the justly famous Kalman filter. The discipline is based on the fact that our knowledge of the state of any real-world ...

This video describes the central limit theorem and some properties of the normal distribution. Understanding this will help you tie together many of the different types of hypothesis tests and ...

Estimates of parameters of a singly truncated bivariate normal distribution have been directly obtained using eight (or nine) moments. Asymptotic variances and covariances of these estimates are given ...

The Review of Economic Studies, Vol. 38, No. 3 (Jul., 1971), pp. 381-383 (3 pages) ...