Master of Science (MS)
First Advisor's Name
BM Golam Kibria
First Advisor's Committee Title
Second Advisor's Name
Second Advisor's Committee Title
Third Advisor's Name
Third Advisor's Committee Title
Normality test, Goodness-of-fit, Power, Type I error, Shapiro-Wilk, Kolmogorov
Date of Defense
The importance of checking the normality assumption in most statistical procedures especially parametric tests cannot be over emphasized as the validity of the inferences drawn from such procedures usually depend on the validity of this assumption. Numerous methods have been proposed by different authors over the years, some popular and frequently used, others, not so much. This study addresses the performance of eighteen of the available tests for different sample sizes, significance levels, and for a number of symmetric and asymmetric distributions by conducting a Monte-Carlo simulation. The results showed that considerable power is not achieved for symmetric distributions when sample size is less than one hundred and for such distributions, the kurtosis test is most powerful provided the distribution is leptokurtic or platykurtic. The Shapiro-Wilk test remains the most powerful test for asymmetric distributions. We conclude that different tests are suitable under different characteristics of alternative distributions.
Adefisoye, James Olusegun, "An Assessment of the Performances of Several Univariate Tests of Normality" (2015). FIU Electronic Theses and Dissertations. 1858.
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