A Simulation Study to Assess the Performance of Three Normality Tests

Authors

  • Bahlul Omar Shalabi

DOI:

https://doi.org/10.55276/ljs.v19iB.163

Keywords:

Type I error; power of the test; Anderson-Darling; Lilliefors; Jarque-Bera tests.

Abstract

In this paper, Anderson-Darling (AD), Lilliefors (LI), and Jarque-Bera (JB) tests were compared for Type I error and for power of the tests. The simulation was run 100,000 times for different situations and for different types of departures from normality. For all different sample sizes and distributions, AD gave the most powerful results, followed by the JB test.

Downloads

Published

2022-02-04

How to Cite

Shalabi, B. O. . (2022) “A Simulation Study to Assess the Performance of Three Normality Tests ”, The Libyan Journal of Science, 19(B), pp. 49–64. doi: 10.55276/ljs.v19iB.163.

Issue

Vol. 19 No. B (2016): Volume 19B

Section

Statistics
#