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Author(s): Xavier Romão
Raimundo Delgado
Aníbal Costa
Title: An empirical power comparison of univariate goodness-of-fit tests for normality
Issue Date: 2010
Abstract: 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.
Subject: Estatística, Matemática
Statistics, Mathematics
Scientific areas: Ciências exactas e naturais::Matemática
Natural sciences::Mathematics
Document Type: Artigo em Revista Científica Internacional
Rights: restrictedAccess
Appears in Collections:FEUP - Artigo em Revista Científica Internacional

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