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

• Autorzy: Czesław Domański , Piotr Szczepocki
• 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)

Słowa kluczowe

EN

Statistical tests; Monte Carlo simulation

PL

Testy statystyczne; Symulacja Monte Carlo

• Czasopismo: Statistics in Transition
• Rocznik: 2020
• Tom: 21
• Numer: nr 5
• Strony: 151--178

Twórcy

autor

Czesław Domański

• University of Lodz, Poland

autor

Piotr Szczepocki

• University of Lodz, Poland

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Identyfikatory

DOI

10.21307/stattrans-2020-060