Two Powerful Tests for Normality

Havva Alizadeh Noughabi ()
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Havva Alizadeh Noughabi: University of Gonabad

Annals of Data Science, 2016, vol. 3, issue 2, No 6, 225-234

Abstract: Abstract In this paper, two powerful tests for normality are proposed based on the Noughabi’s entropy estimator (J Stat Comput Simul 80:1151–1162, 2010). The power values of the proposed tests are computed and compared with the most popular normality test i.e., Shapiro–Wilk’s test. According to (Judge et al. in The theory and practice of econometrics, Wiley, New York, 1980) the Shapiro–Wilk statistic has become the most popular normality test because of its performance in Monte Carlo simulations. Moreover, the Shapiro–Wilks test is one of the tests used in SAS software for testing normality. Finally, some illustrative examples are presented and analyzed.

Keywords: Test of normality; Monte Carlo simulation; Power of test (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s40745-016-0083-y

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