An empirical power comparison of univariate goodness-of-fit tests for normality

• Type: Article in International Scientific Journal
• Date: 2010

Authors

Xavier Romão (Author) FEUP; Raimundo Delgado (Author) FEUP; Aníbal Costa (Author) FEUP

Journal

Title: Journal of Statistical Computation and Simulation

Vol. 80 No. 5

Pages: 545-591

ISSN: 0094-9655

Publisher: Taylor & Francis

Indexing

ISI Web of Knowledge - 33 Citations

ISI Web of Science

Scopus - 55 Citations

Scientific classification

FOS: Natural sciences > Mathematics

CORDIS: Physical sciences > Mathematics > Statistics

Other information

Authenticus ID: P-003-BRR

DOI: 10.1080/00949650902740824

Abstract (EN): A comprehensive power comparison study of existing tests for normality is proposed. Given the importance of this subject and the widespread development of normality tests, comprehensive descriptions and power comparisons of such tests are of considerable interest. Since recent comparison studies do not include several interesting and more recently developed tests, a further comparison of normality tests is considered to be of foremost interest. The study addresses the performance of 33 normality tests, for various sample sizes, considering several significance levels and for a number of symmetric, asymmetric and modified normal distributions. General recommendations for normality testing resulting from the study are defined according to the nature of the non-normality.

Language: English

Type (Professor's evaluation): Scientific