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2020 | 21 | nr 5 | 151--178
Tytuł artykułu

Comparison of Selected Tests for Univariate Normality Based on Measures of Moments

Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Univariate normality tests are typically classified into tests based on empirical distribution, moments, regression and correlation, and other. In this paper, power comparisons of nine normality tests based on measures of moments via the Monte Carlo simulations is extensively examined. The effects on power of the sample size, significance level, and on a number of alternative distributions are investigated. None of the considered tests proved uniformly most powerful for all types of alternative distributions. However, the most powerful tests for different shape departures from normality (symmetric short-tailed, symmetric long-tailed or asymmetric) are indicated. (original abstract)
Rocznik
Tom
21
Numer
Strony
151--178
Opis fizyczny
Twórcy
  • University of Lodz, Poland
  • University of Lodz, Poland
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171627056

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