On simulation powers of new normality tests
Volume 44 / 2017
Applicationes Mathematicae 44 (2017), 57-83
MSC: Primary 62G10; Secondary 62G30.
DOI: 10.4064/am2294-10-2016
Published online: 23 January 2017
Abstract
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.
