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Comparison of power for the D'Agostino and the Wilk‐Shapiro test of normality for small and moderate samples

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  • J. A. Theune

Abstract

Summary Results are given of a sampling study of the sensitivities of two statistical procedures viz. the D'Agostino and the Wilk‐Shapiro test of normality. Four alternative distributions were considered. For 5 small sample sizes the test of D'Agostino seems to be clearly dominated by the Wilk‐Shapiro test for each of the 4 alternatives. For sample size n= 100 the recently developed approximate Wilk‐Shapiro test seems to dominate the D'Agostino test for the U‐shaped distribution; however, little can be said about the difference in power of these two tests for the other 3 alternatives. Random samples generated from the standard normal distribution showed the degree of approximation of the percentiles of each test procedure to be good.

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  • J. A. Theune, 1973. "Comparison of power for the D'Agostino and the Wilk‐Shapiro test of normality for small and moderate samples," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 27(4), pages 163-168, December.
    • Handle: RePEc:bla:stanee:v:27:y:1973:i:4:p:163-168
    DOI: 10.1111/j.1467-9574.1973.tb00223.x
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