6,524
Views
166
CrossRef citations to date
0
Altmetric
Original Articles

A comparison of various tests of normality

&
Pages 175-183 | Published online: 24 Nov 2006

References

  • Hazelton , M. L. 2003 . A graphical tool for assessing normality . American Statistician , 57 : 285 – 288 . (Comment by Jones Reply)
  • Dufour , J. M. , Farhat , A. , Gardiol , L. and Khalaf , L. 1998 . Simulation-based finite sample normality tests in linear regressions . Econometrics Journal , 1 : 154 – 173 .
  • Pearson , K. 1900 . On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonable supposed to have arisen from random sampling . Philosophical Magazine V , 50 : 157
  • Kolmogorov , A. N. 1933 . Sulla Determinazione Empirica di une Legge di Distribuzione . Giornale dell’Intituto Italiano degli Attuari , 4 : 83 – 91 .
  • Anderson , T. W. and Darling , D. A. 1954 . A test of goodness of fit . Journal of American Statistical Association , 49 : 765 – 769 .
  • Kuiper , N. H. Teste concerning random points on a circle . Proceedings of the Koninklijke Nederlandse Akademie van Wetenschappen, Series A. , Vol. 63 , pp. 38 – 47 .
  • Shapiro , S. S. and Wilk , M. B. 1965 . An analysis of variance test for normality . Biometrika , 52 : 591 – 611 .
  • Ajne , B. 1968 . A simple test for uniformity of a circular distribution . Biometrika , 55 : 343 – 354 .
  • Stephens , M. A. 1970 . Use of Kolmogorov–Smirnov, Cramer–von Mises and related statistics without extensive tables . Journal of the Royal Statistical Society, Series B , 32 ( 1 ) : 115 – 122 .
  • D’Agostino , R. B. 1972 . Small sample probability points for the D test of normality (complete samples) . Biometrika , 59 : 219 – 221 .
  • Stephens , M. A. and Hartley , H. O. 1972 . Biometrika Tables for Statisticians , (2nd edn) , Edited by: Stephens , M. A. and Hartley , H. O. Vol. 2 , New York : Cambridge University Press .
  • Vasicek , O. 1975 . A test for normality based on sample entropy . Journal of the Royal Statistical Society, Series B , 38 : 54 – 59 .
  • Jarque , C. M. and Bera , A. K. 1987 . A test for normality of observations and regression residuals . International Statistical Review , 55 : 163 – 172 .
  • Stephens , M. A. 1974 . EDF statistics for goodness of fit and some comparisons . Journal of the American Statistical Association , 69 : 730 – 737 .
  • Bera , A. K. and Ng , P. T. 1995 . Tests for normality using estimated score function . Journal of Statistical Computation and Simulation , 52 ( 3 ) : 273 – 287 .
  • Huang , C. J. and Bolch , B. W. 1974 . On the testing of regression disturbances for normality . Journal of the American Statistical Association , 69 : 330 – 335 .
  • White , H. and MacDonald , G. M. 1980 . Some large sample tests for non-normality in the linear regression model . Journal of the American Statistical Association , 75 : 16 – 28 .
  • Esteban , M. D. , Castellanos , M. E. , Morales , D. and Vajda , I. 2001 . Monte Carlo comparison of four normality tests using different entropy estimates . Communications in Statistics-Simulation and Computation , 30 : 761 – 785 .
  • Casella , G. and Berger , R. L. 1990 . Statistical Inference , : 99 – 121 . (Duxbury Press, Inc.)
  • Daniel , W. W. 1978 . Applied Nonparametric Statistics , : 269 – 276 . (Boston Houghton Mifflin Co.)
  • Sahari , H. and Ageel , M. I. 2000 . The Analysis of Variance , : 94 – 96 . (Sheridan Books, Inc.)
  • Stephens , M. A. 1969 . A goodness-of-fit statistic for the circle, with some comparisons . Biometrika , 56 ( 1 ) : 161 – 168 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.