Powers of Goodness-of-Fit Tests in Detecting Balanced Mixed Normal Distributions

Measurements of a natural, social or psychological phenomenon in many cases come from a sample drawn from a mixture of populations. The presence of a mixed population and its characteristics however may be a-priori unknown. This state of ignorance can lead to bias in a summary measure of a phenomenon. In this paper, a test based on sample kurtosis is shown to be more powerful than other known tests in detecting a class of mixed normal distributions.