Likelihood-ratio tests for normality

  • Authors:
  • Jin Zhang;Yuehua Wu

  • Affiliations:
  • Department of Statistics, University of Manitoba, Winnipeg, Man., Canada R3T 2N2;Department of Math and Stat, York University, 4700 Keele Street, Toronto, Ont., Canada M3J 1P3

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2005

Quantified Score

Hi-index 0.03

Visualization

Abstract

There are many variety of tests for normality in the literature. Some are either too simple to be powerful or too difficult to apply. Most of them only suit for certain situations due to various kinds of biases. Powerful omnibus tests of normality based on the likelihood ratio are proposed. In terms of power for testing normality, they outperform the best tests in the literature, including the Shapiro-Wilk and Anderson-Darling tests.