Title : ( Monte Carlo comparison of seven normality tests )
Authors: Nasser Reza Arghami , Hadi Alizadeh Noughabi ,
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Abstract
This article studies seven different tests of normality. The tests in question are Kolmogorov–Smirnov, Anderson–Darling, Kuiper, Jarque–Bera, Cramer von Mises, Shapiro–Wilk, and Vasicek. Each test is described and power comparisons are made by using Monte Carlo computations under various alternatives. The results are discussed and interpreted separately.
Keywords
test of normality; Monte Carlo simulation; power of test
@article{paperid:1024529,
author = {Arghami, Nasser Reza and Alizadeh Noughabi, Hadi},
title = {Monte Carlo comparison of seven normality tests},
journal = {Journal of Statistical Computation and Simulation},
year = {2011},
volume = {81},
number = {8},
month = {August},
issn = {0094-9655},
pages = {965--972},
numpages = {7},
keywords = {test of normality; Monte Carlo simulation; power of test},
}
%0 Journal Article
%T Monte Carlo comparison of seven normality tests
%A Arghami, Nasser Reza
%A Alizadeh Noughabi, Hadi
%J Journal of Statistical Computation and Simulation
%@ 0094-9655
%D 2011
