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Autor
Domański Czesław (University of Lodz, Poland), Szczepocki Piotr (University of Lodz, Poland)
Tytuł
Comparison of Selected Tests for Univariate Normality Based on Measures of Moments
Źródło
Statistics in Transition, 2020, vol. 21, nr 5, s. 151-178, tab., bibliogr. s. 176-178
Słowa kluczowe
Testy statystyczne, Symulacja Monte Carlo
Statistical tests, Monte Carlo simulation
Uwagi
summ.
Abstrakt
Univariate normality tests are typically classified into tests based on empirical distribution, moments, regression and correlation, and other. In this paper, power comparisons of nine normality tests based on measures of moments via the Monte Carlo simulations is extensively examined. The effects on power of the sample size, significance level, and on a number of alternative distributions are investigated. None of the considered tests proved uniformly most powerful for all types of alternative distributions. However, the most powerful tests for different shape departures from normality (symmetric short-tailed, symmetric long-tailed or asymmetric) are indicated. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Pełny tekst
Pokaż
Bibliografia
Pokaż
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Cytowane przez
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ISSN
1234-7655
Język
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2020-060
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