A Comparison on the Empirical Power of Some Normality Tests

Abstract

In many cases, we frequently get a desired information based on the appropriate statistical analysis of collected data sets. Lots of statistical theory rely on the assumption of the normality of the data. In this paper, we compare the empirical power of some normality tests including sample entropy quantity. Monte carlo simulation is conducted for the calculation of empirical power of considered normality tests by varying sample sizes for various distributions.

Keywords

• 경험적 검정력;
• 소표본 모의실험;
• 정규성 검정;
• 표본 엔트로피;
• 쿨백 라이블러 정보량;