RT Journal Article
SR Electronic
A1 Střelec, Luboš
T1 Analysis of power of the classical and robust normality tests against bimodal distribution
JF Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
YR 2014
VO 57
IS 6
SP 253
OP 260
DO 10.11118/actaun200957060253
UL https://acta.mendelu.cz/artkey/acu-200906-0026.php
AB The aim of this paper is to compare the power of selected normality tests to detect a bimodal distribution. We use some classical normality tests (the Shapiro-Wilk test, the Lilliefors test, the Anderson-Darling test, the classical Jarque-Bera test and the Jarque-Bera-Urzua test), some robust normality tests (the robust Jarque-Bera test and the Medcouple test) and the modified Jarque-Bera tests, where the median instead of the mean is used in the classical Jarque-Bera test statistic. The results of simulation study show that the Anderson-Darling and the Shapiro-Wilk tests outperform the others, especially in small sample sizes. On the other hand the classical Jarque-Bera, the Jarque-Bera-Urzua and robust Jarque-Bera tests are biased, especially in small sample sizes again. Finally, the modification of the Jarque-Bera test leads to increase of power against bimodal distribution.