A comprehensive study of lognormality tests

Abstract

There is abundant and increasing evidence that the lognormal distribution can account for random variation present in the data from many scientific fields. In the light of this exibility for modeling, this article deals with goodness-of-fit tests for the lognormal distribution. Several testing procedures are compared by means of extensive simulation. Lastly, an actuarial data set is analyzed for illustration. © Universitá del Salento.