Power analysis of several normality tests: A Monte Carlo simulation study

DOI10.1080/03610918.2019.1658780MaRDI QIDQ5082854zbMATH OpenOpenAlexFDO

Authors Danush K. Wijekularathna, Ananda B. W. Manage, Stephen M. Scariano

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1658780

zbMATH Keywords

assumptions of normalityMonte Carlo simulationnormality testpower comparisonskewed distributions

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A powerful and interpretable alternative to the Jarque-Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family
• A Test for Normality of Observations and Regression Residuals
• A Test of Goodness of Fit
• An analysis of variance test for normality (complete samples)
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• Comparisons of various types of normality tests
• scientific article; zbMATH DE number 3426656 (Why is no real title available?)
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 1983901 (Why is no real title available?)
• scientific article; zbMATH DE number 3323637 (Why is no real title available?)
• Monte Carlo comparison of seven normality tests
• On the correct use of omnibus tests for normality
• The Probability Plot Correlation Coefficient Test for Normality

Cited in

(6)

• An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives
• A monte carlo study of the power of alternative tests under the generalized manova model
• Power evaluation of various modified bonferroni procedures by a monte carlo study
• Adjusted power estimates in monte carlo experiments
• Goodness-of-fit test for skew-t distribution
• Parametric testing for normality against bimodal and unimodal alternatives using higher moments

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