Comparison of Tests for Univariate Normality

by Edith Seier .

Abstract: Tests for univariate normality, some of them not included in previous comparisons, are compared according to their power and simplicity, the validity of their reported p-values, their behavior under rounding, the information they provide and their availability in software. The power of each test was estimated by computer simulation for small, moderate and large sample sizes and a wide range of symmetric, skewed, contaminated and mixed distributions. A new omnibus test based on skewness and kurtosis is discussed.

Key Words: skewness, kurtosis, L-skewness, scale contaminated, mixed distributions

Edith Seier,

Editor: Hector Coronel-Brizio ,

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