- Tytuł:
- Comparison of selected tests for univariate normality based on measures of moments
- Autorzy:
-
Domański, Czesław
Szczepocki, Piotr - Powiązania:
- https://bibliotekanauki.pl/articles/1059001.pdf
- Data publikacji:
- 2020-12-04
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
normality tests
Monte Carlo simulation
power of test - Opis:
- 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.
- Źródło:
-
Statistics in Transition new series; 2020, 21, 5; 151-178
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki
Artykuł