A comparison of various tests of normality

Yazici B., Yolacan S.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.77, sa.2, ss.175-183, 2007 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 77 Sayı: 2
  • Basım Tarihi: 2007
  • Doi Numarası: 10.1080/10629360600678310
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.175-183
  • Anahtar Kelimeler: test of normality, Monte Carlo simulation, power of the test, chi-square, Kolmogorov-Smirnov, Anderson-Darling, Kuiper, Shapiro-Wilk, Ajne, D'Agostino, Vasicek, Jarque-Bera, STATISTICS, GOODNESS, ENTROPY, FIT
  • Anadolu Üniversitesi Adresli: Evet

Özet

This article studies twelve different normality tests that are used for assessing the assumption that a sample was drawn from a normally distributed population and compares their powers. The tests in question are chi-square, Kolmogorov - Smirnov, Anderson - Darling, Kuiper, Shapiro - Wilk, Ajne, modified Ajne, modified Kuiper, D'Agostino, modified Kolmogorov - Smirnov, Vasicek, and Jarque - Bera. Each test is described and power comparisons are also obtained by using Monte Carlo computations. To do this, first, normally distributed populations with different standard deviations are taken and then simulation is conducted for nonnormal populations. The results are discussed and interpreted separately.