A Comparison on Several Tests for Normality by Monte Carlo Simulation
The paper firstly outlines several tests for normality and outpoints the similarities and distinctions among them. Secondly, the powers of four main tests for normality, i.e., Shapiro-Wilk test, Kolmogrov-Smirnov test, Gramer-von Mises test and Anderson-Darling test, have been calculated by employing MCS method. Finally, the relevant conclusions and suggestions have been presented via analyzing the outcomes of MCS.
power of test test for normality simulation
ZHANG Gangyong RUAN Luning
School of Economics and Management, Nanchang University, P.R.China, 330031
国际会议
威海
英文
445-453
2010-07-24(万方平台首次上网日期,不代表论文的发表时间)