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Comparison of Multisample Tests of Normality

In: Probability and Statistical Inference

Author

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  • P. Kosik

    (Hungarian Academy of Sciences, Mathematical Institute)

  • K. Sarkadi

    (Hungarian Academy of Sciences, Mathematical Institute)

Abstract

Three methods of assessing normality on base of a number of small samples have been compared by Monte Carlo method. The three methods are due to Wilk and Shapiro [8], Durbin [1] and one of the present authors [5], respectively. The power of the tests was evaluated at the alternatives of uniform, exponential, double exponential (Laplace) and Cauchy distributions, in cases r=10, n=4 and r=4, n=10 (r is the number of samples and n is the sample size). Our method turns out to be superior in power in most of the situations considered.

Suggested Citation

  • P. Kosik & K. Sarkadi, 1982. "Comparison of Multisample Tests of Normality," Springer Books, in: Wilfried Grossmann & Georg Ch. Pflug & Wolfgang Wertz (ed.), Probability and Statistical Inference, pages 183-190, Springer.
    • Handle: RePEc:spr:sprchp:978-94-009-7840-9_17
    DOI: 10.1007/978-94-009-7840-9_17
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