Empirical behavior of some tests for normality

Abstract

The behavior of a range of tests assessing the normality of a sequence of independent and identically distributed random variables is investigated.An examination of the empirical significance level of the tests is undertaken for different sample sizes. The empirical power associated with these tests is also calculated under some alternative distributions.

Keywords:

• goodness of fit tests
• tests for normality
• empirical level
• empirical power