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

• Tipo: Artigo em Revista Científica Internacional
• Data: 2010

Autores

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

Revista

Título: Journal of Statistical Computation and Simulation

Vol. 80 Nº 5

Páginas: 545-591

ISSN: 0094-9655

Editora: Taylor & Francis

Indexação

ISI Web of Knowledge - 33 Citações

ISI Web of Science

Scopus - 55 Citações

Classificação Científica

FOS: Ciências exactas e naturais > Matemática

CORDIS: Ciências Físicas > Matemática > Estatística

Outras Informações

ID Authenticus: 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.

Idioma: Inglês

Tipo (Avaliação Docente): Científica