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In the Present Book Chapter-I is an introductory one. It contains
the general introduction about the problem of nonnormal
disturbances in linear statistical models, Chapter-II deals with
the consequences of nonnormal disturbances in linear statistical
models under finite and infinite variances of disturbances and It
explains a few Robust estimators.Chapter-III describes the review
about the various existing tests for normality of observations. It
deals with Shapiro-Wilk 'W' test for normality and it's extensions
along with the comparative study of various statistical procedures
for evaluating the normality of a complete sample. Chapter - IV
proposes some new test procedures for testing the normality of
disturbances in linear statistical models by using the various
types of residuals namely, studentized, predicted, recursive and
Best Linear Unbiased Scalar (BLUS) residuals.Chapter -V presents
the conclusions.Several selected references have been documented
under a separate caption 'BIBLIOGRAPHY'.
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