Test of suitability of normal distribution based on Cramer-von Mises statistics

Since normal distributions are the most important ones in statistics, there are large number of tests for normality. However they have less some drawbacks. Some of these tests are simple but suitable for some situations. In this study, the traditional Cramer-von Mises test statistics is modified bas...

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Main Authors: Shabri, Ani Bin, Jemain, Abdul Aziz
Format: Article
Published: UKM 2007
Subjects:
Online Access:http://eprints.utm.my/7641/
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author Shabri, Ani Bin
Jemain, Abdul Aziz
author_facet Shabri, Ani Bin
Jemain, Abdul Aziz
author_sort Shabri, Ani Bin
building UTeM Institutional Repository
collection Online Access
description Since normal distributions are the most important ones in statistics, there are large number of tests for normality. However they have less some drawbacks. Some of these tests are simple but suitable for some situations. In this study, the traditional Cramer-von Mises test statistics is modified based on Weibull formula. The new goodness-of-fit test is compared with the traditional Anderson-Darling (AD), Cramer von-Mises (CR), Kolmogorov-Smirnov (KS) and Shapiro-Wilk (SW) test statistics. A simulation study using several different distributions shows that the proposed test is very powerful for testing normality.
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institution Universiti Teknologi Malaysia
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publishDate 2007
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spelling utm-76412017-10-23T04:22:43Z http://eprints.utm.my/7641/ Test of suitability of normal distribution based on Cramer-von Mises statistics Shabri, Ani Bin Jemain, Abdul Aziz QA Mathematics Since normal distributions are the most important ones in statistics, there are large number of tests for normality. However they have less some drawbacks. Some of these tests are simple but suitable for some situations. In this study, the traditional Cramer-von Mises test statistics is modified based on Weibull formula. The new goodness-of-fit test is compared with the traditional Anderson-Darling (AD), Cramer von-Mises (CR), Kolmogorov-Smirnov (KS) and Shapiro-Wilk (SW) test statistics. A simulation study using several different distributions shows that the proposed test is very powerful for testing normality. UKM 2007-12 Article PeerReviewed Shabri, Ani Bin and Jemain, Abdul Aziz (2007) Test of suitability of normal distribution based on Cramer-von Mises statistics. Sains Malaysiana, 36 (2). pp. 201-206. ISSN 0126-6039
spellingShingle QA Mathematics
Shabri, Ani Bin
Jemain, Abdul Aziz
Test of suitability of normal distribution based on Cramer-von Mises statistics
title Test of suitability of normal distribution based on Cramer-von Mises statistics
title_full Test of suitability of normal distribution based on Cramer-von Mises statistics
title_fullStr Test of suitability of normal distribution based on Cramer-von Mises statistics
title_full_unstemmed Test of suitability of normal distribution based on Cramer-von Mises statistics
title_short Test of suitability of normal distribution based on Cramer-von Mises statistics
title_sort test of suitability of normal distribution based on cramer-von mises statistics
topic QA Mathematics
url http://eprints.utm.my/7641/