Robustness to non-normality of various tests for the one-sample location problem (Q556516)

Summary: This paper studies the effect of the normal distribution assumption on the power and size of the sign test, Wilcoxon's signed rank test and the \(t\)-test when used in one-sample location problems. Power functions for these tests under various skewness and kurtosis conditions are produced for several sample sizes from simulated data using the \(g\)- and \(k\)-\,distributions of \textit{H. L. MacGillivray} and \textit{W. H. Cannon} [Generalizations of the \(g\)- and \(k\)-\,distributions and their use. Working paper (1998)].