Sensitivity of normality tests to non-normal data

In many statistical analyses, data need to be approximately normal or normally distributed. The Kolmogorov-Smirnov test, Anderson-Darling test, Cramer-von Mises test, and Shapiro-Wilk test are four statistical tests that are widely used for checking normality. One of the factors that influence these...

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Main Authors: Nor Aishah Ahad, Teh Sin Yin, Abdul Rahman Othman, Che Rohani Yaacob
Format: Article
Language:English
Published: Universiti Kebangsaan Malaysia 2011
Online Access:http://journalarticle.ukm.my/2511/
http://journalarticle.ukm.my/2511/1/15_NorAishah.pdf
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author Nor Aishah Ahad,
Teh Sin Yin,
Abdul Rahman Othman,
Che Rohani Yaacob,
author_facet Nor Aishah Ahad,
Teh Sin Yin,
Abdul Rahman Othman,
Che Rohani Yaacob,
author_sort Nor Aishah Ahad,
building UKM Institutional Repository
collection Online Access
description In many statistical analyses, data need to be approximately normal or normally distributed. The Kolmogorov-Smirnov test, Anderson-Darling test, Cramer-von Mises test, and Shapiro-Wilk test are four statistical tests that are widely used for checking normality. One of the factors that influence these tests is the sample size. Given any test of normality mentioned, this study determined the sample sizes at which the tests would indicate that the data is not normal. The performance of the tests was evaluated under various spectrums of non-normal distributions and different sample sizes. The results showed that the Shapiro-Wilk test is the best normality test because this test rejects the null hypothesis of normality test at the smallest sample size compared to the other tests, for all levels of skewness and kurtosis of these distributions.
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spelling oai:generic.eprints.org:25112016-12-14T06:31:50Z http://journalarticle.ukm.my/2511/ Sensitivity of normality tests to non-normal data Nor Aishah Ahad, Teh Sin Yin, Abdul Rahman Othman, Che Rohani Yaacob, In many statistical analyses, data need to be approximately normal or normally distributed. The Kolmogorov-Smirnov test, Anderson-Darling test, Cramer-von Mises test, and Shapiro-Wilk test are four statistical tests that are widely used for checking normality. One of the factors that influence these tests is the sample size. Given any test of normality mentioned, this study determined the sample sizes at which the tests would indicate that the data is not normal. The performance of the tests was evaluated under various spectrums of non-normal distributions and different sample sizes. The results showed that the Shapiro-Wilk test is the best normality test because this test rejects the null hypothesis of normality test at the smallest sample size compared to the other tests, for all levels of skewness and kurtosis of these distributions. Universiti Kebangsaan Malaysia 2011-06 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/2511/1/15_NorAishah.pdf Nor Aishah Ahad, and Teh Sin Yin, and Abdul Rahman Othman, and Che Rohani Yaacob, (2011) Sensitivity of normality tests to non-normal data. Sains Malaysiana, 40 (6). pp. 637-641. ISSN 0126-6039 http://www.ukm.my/jsm/
spellingShingle Nor Aishah Ahad,
Teh Sin Yin,
Abdul Rahman Othman,
Che Rohani Yaacob,
Sensitivity of normality tests to non-normal data
title Sensitivity of normality tests to non-normal data
title_full Sensitivity of normality tests to non-normal data
title_fullStr Sensitivity of normality tests to non-normal data
title_full_unstemmed Sensitivity of normality tests to non-normal data
title_short Sensitivity of normality tests to non-normal data
title_sort sensitivity of normality tests to non-normal data
url http://journalarticle.ukm.my/2511/
http://journalarticle.ukm.my/2511/
http://journalarticle.ukm.my/2511/1/15_NorAishah.pdf