On testing the skew normal hypothesis

In this work two goodness-of-fit tests are proposed for the skew normal distribution, based on properties of this family of distributions and the sample correlation coefficient. The critical values for the tests are obtained by using Monte Carlo simulation for several sample sizes and levels of significance. The power of the proposed tests are compared with that of the tests studied by Mateu et al. (2007) and the one studied by Meintanis (2007) for several sample sizes and considering diverse alternatives. The results show that the proposed tests have greater power than those studied by Mateu et al. (2007) and Meintanis (2007) against some alternative distributions.