Recent and classical tests for normality - a comparative study
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 18 (1) , 363-379
- https://doi.org/10.1080/03610918908812764
Abstract
We give a critical synopsis of classical and recent tests for univariate normality, our emphasis being on procedures which are consistent against all alternatives. The power performance of some selected tests (Anderson-Darling, Shapiro-Wilk, Shapiro-Francia, Epps-Pulley) is assessed in a simulation study. Numerical results are illuminated by plots of isodynes, i.e., lines of constant estimated power, for the Johnson-system of distributions.Keywords
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