Mosaic normality test

A procedure is proposed here for jointly visualizing the compatibility of a sample with a family of Skewed Exponential Power Distributions, of which the distributions known as Normal, Exponential, Laplace and Uniform are particular cases. The procedure involves constructing a mosaic that contains these distributions in such a way that the asymmetry varies from left to right and the kurtosis varies from top to bottom. The null hypothesis that the...