On simulation powers of new normality tests

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Dane publikacji

  • DOI: 10.4064/am2294-10-2016

  • Tom 44

  • Zeszyt 1

  • Czasopismo: Applicationes Mathematicae

  • Strony: 57-83

  • Data publikacji online: 22.01.2017

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Abstrakt

Empirical study of powers in % of the Shapiro–Wilk test W and the new tests $T$ based on the characterization of probability distributions is presented using in simulations $100\,000$ replications and sample sizes $n=10,15,20,30,50,70$. Our tests compare favorably with the Shapiro–Wilk test and other recommended omnibus tests. The presented test statistics have a simple form and are free of restrictions required by many classical and recommended tests.