Performances of Several Univariate Tests of Normality: An EmpiricalStudy

Journal of Biometrics & Biostatistics

article

Adefisoye JO¹  Golam Kibria BM¹  George F¹ 

[1] Department of Mathematics and Statistics, Florida International University

关键词: Chi-square;    Kurtosis;    Normality;    Shapiro-wilk;    Simulation study;    Skewness;    Type I and type errorsAMS Subject Classifications 2010: Primary 62F03;    62F40;   

DOI  :  10.4172/2155-6180.1000322

来源: Hilaris Publisher

【 摘 要 】

The problem of testing for normality is fundamental in both theoretical and empirical statistical research. This paper compares the performances of eighteen normality tests available in literature. Since a theoretical comparison is not possible, MonteCarlo simulation were done from various symmetric and asymmetric distributions for different sample sizes ranging from 10 to 1000. The performance of the test statistics are compared based on empirical Type I error rate and power of the test. The simulations results show that the Kurtosis Test is the most powerful for symmetric data and Shapiro Wilk test is the most powerful for asymmetric data.

【 授权许可】

Unknown