On simulation powers of new normality tests
Applicationes Mathematicae, Tome 44 (2017) no. 1, pp. 57-83
Cet article a éte moissonné depuis 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.
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
Affiliations des auteurs :
Dominik Szynal 1 ; Waldemar Wołyński 2
@article{10_4064_am2294_10_2016,
author = {Dominik Szynal and Waldemar Wo{\l}y\'nski},
title = {On simulation powers of new normality tests},
journal = {Applicationes Mathematicae},
pages = {57--83},
year = {2017},
volume = {44},
number = {1},
doi = {10.4064/am2294-10-2016},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am2294-10-2016/}
}
TY - JOUR AU - Dominik Szynal AU - Waldemar Wołyński TI - On simulation powers of new normality tests JO - Applicationes Mathematicae PY - 2017 SP - 57 EP - 83 VL - 44 IS - 1 UR - http://geodesic.mathdoc.fr/articles/10.4064/am2294-10-2016/ DO - 10.4064/am2294-10-2016 LA - en ID - 10_4064_am2294_10_2016 ER -
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
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