Comparison of selected tests for univariate normality based on measures of moments

• Authors: Czesław Domański , Piotr Szczepocki

Abstracts

EN

Univariate normality tests are typically classified into tests based on empirical distribution, moments, regression and correlation, and other. In this paper, power comparisons of nine normality tests based on measures of moments via the Monte Carlo simulations is extensively examined. The effects on power of the sample size, significance level, and on a number of alternative distributions are investigated. None of the considered tests proved uniformly most powerful for all types of alternative distributions. However, the most powerful tests for different shape departures from normality (symmetric short-tailed, symmetric long-tailed or asymmetric) are indicated.

Keywords

EN

normality tests; Monte Carlo simulation; power of test

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2020
• Volume: 21
• Issue: 5
• Pages: 151-178

Contributors

author

Czesław Domański

• Department of Statistical Methods, The Faculty of Economics and Sociology, University of Lodz, Poland

• https://orcid.org/0000000161446231

author

Piotr Szczepocki

• Department of Statistical Methods, The Faculty of Economics and Sociology, University of Lodz, Poland

• https://orcid.org/0000000183773831

Identifiers

DOI

10.21307/stattrans-2020-060

Biblioteka Nauki

1059001