Geodesic
On simulation powers of new normality tests
Dominik Szynal1 ; Waldemar Wołyński2
1 Institute of Mathematics Maria Curie-Skłodowska University 20-031 Lublin, Poland
2 Faculty of Mathematics and Computer Science Adam Mickiewicz University 61-614 Poznań, Poland
Applicationes Mathematicae, Tome 44 (2017) no. 1, pp. 57-83.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

Empirical study of powers in % of the Shapiro–Wilk test W and the new tests $T$ based on the characterization of probability distributions is presented using in simulations $100\,000$ replications and sample sizes $n=10,15,20,30,50,70$. Our tests compare favorably with the Shapiro–Wilk test and other recommended omnibus tests. The presented test statistics have a simple form and are free of restrictions required by many classical and recommended tests.
DOI : 10.4064/am2294-10-2016
Keywords: empirical study powers shapiro wilk test tests based characterization probability distributions presented using simulations replications sample sizes tests compare favorably shapiro wilk test other recommended omnibus tests presented test statistics have simple form restrictions required many classical recommended tests

Dominik Szynal 1 ; Waldemar Wołyński 2

1 Institute of Mathematics Maria Curie-Skłodowska University 20-031 Lublin, Poland
2 Faculty of Mathematics and Computer Science Adam Mickiewicz University 61-614 Poznań, Poland 
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Dominik Szynal; Waldemar Wołyński. On simulation powers of new normality tests. Applicationes Mathematicae, Tome 44 (2017) no. 1, pp. 57-83. doi : 10.4064/am2294-10-2016. http://geodesic.mathdoc.fr/articles/10.4064/am2294-10-2016/

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