2021
DOI: 10.3390/math9070788
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An Exhaustive Power Comparison of Normality Tests

Abstract: A goodness-of-fit test is a frequently used modern statistics tool. However, it is still unclear what the most reliable approach is to check assumptions about data set normality. A particular data set (especially with a small number of observations) only partly describes the process, which leaves many options for the interpretation of its true distribution. As a consequence, many goodness-of-fit statistical tests have been developed, the power of which depends on particular circumstances (i.e., sample size, ou… Show more

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Cited by 37 publications
(52 citation statements)
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“…Some of the advantages of Lilliefors test includes the ability to perform the normality test without specifying distribution parameters (i.e. mean and standard deviation), the availability of the test package in the data processor, and the availability of critical values for small sample sizes; the Lilliefors test also showed similar statistical power as χ 2 test for small sample sizes such as the case of the current flight tests [60]. These statistics are further compared to UAS distribution predictions simulated using models from Ref.…”
Section: Track Data Analysis and Discussionmentioning
confidence: 99%
“…Some of the advantages of Lilliefors test includes the ability to perform the normality test without specifying distribution parameters (i.e. mean and standard deviation), the availability of the test package in the data processor, and the availability of critical values for small sample sizes; the Lilliefors test also showed similar statistical power as χ 2 test for small sample sizes such as the case of the current flight tests [60]. These statistics are further compared to UAS distribution predictions simulated using models from Ref.…”
Section: Track Data Analysis and Discussionmentioning
confidence: 99%
“…Suppose x i is the i-th digital image pixel value for the predictor variable X i , F(x i ) is the cumulative distribution function, F(z i ) is the standard cumulative normal distribution function Z i and n is the sample size. Kolmogorov-Smirnov (KS), Cramer von Mises (CvM), and Anderson-Darling tests statistics are shown by (Ade soye et al, 2016;Arnastauskait ė et al, 2021;Razali et al, 2011;Jäntschi and Bolboacă, 2018).…”
Section: Methodsmentioning
confidence: 99%
“…Jarque-Bera test is based on the sample skewness and sample kurtosis, which uses the Lagrange multiplier procedure on the Pearson family of distributions to obtain tests for normality(Ade soye et al, 2016) . The Shapiro-Wilk test can detect deviations from the Gaussian distribution due to skewness, kurtosis, or both(Ade soye et al, 2016;Arnastauskait ė et al, 2021;Razali et al, 2011).…”
mentioning
confidence: 99%
“…There are many useful tips for creating discrete random variables from continuous ones: through discretization, data can actually be summarized and simplified; in addition, they can also become easier to understand, use, and explain for researchers (see [12]). Other tests appearing in the literature are suitable for both discrete and continuous distributions (see, for example, [13,14]).…”
Section: Introductionmentioning
confidence: 99%