Comparison of Normality Tests in Terms of Type-I Error and Power with Different Sample Sizes and Distributions
Keywords:
Normal distribution, Normality tests, Type-I error, PowerAbstract
The aim of the study was to compare the power and Type-I error rates of 5 different normality tests with different distributions and sample sizes. For each sample sizes (n=7, 10, 30, 50, 100), 500,000 data sets generated from a normal distribution to test the Type-I error rates of Anderson-Darling, Cramer-von-Mises, Jarque-Bera, Kolmogorov-Smirnov and Shapiro-Wilk tests. Type-I errors of the tests were calculated by computing the rejected null hypothesis over 500,000 samples for each distribution. To evaluate
the power of the tests, Chi-square (
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