What question did this study set out to answer?

Classify seven normality tests into uniformly most powerful (UMP) and locally most powerful (LMP) categories across varying sample sizes using Monte Carlo simulations.

May 29, 2023Mathematics LettersOpen Access

Classification of Some Test of Normality Techniques into UMP and LMP Using Monte Carlo Simulation Technique

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Authors

AAAwopeju Kabiru AbidemiNnamdi Azikiwe University ABAjibade F. BrightPetroleum Training Institute AMAbuh MusaFederal Polytechnic, Idah

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Implication

Simulation study demonstrates superior statistical power for three normality tests across sample sizes, highlighting optimal choices for data analysis.

Key Points

Classify seven normality tests into uniformly most powerful (UMP) and locally most powerful (LMP) categories across varying sample sizes using Monte Carlo simulations.
Assessed seven tests (Shapiro-Wilk, Anderson-Darling, Bonett-Serial, Robust Jarque-Bera, Skewness, Lilliefors, and Kurtosis) at a 5% level of significance.
Performed Monte Carlo simulations using normal, gamma, and beta distributions across sample sizes of 10, 20, 50, and 100 with 1,000 replicates.
All seven methods detected normality reliably when data followed a normal distribution, but detection power varied substantially when using non-normal gamma and beta distributions.
Shapiro-Wilk, Anderson-Darling, and Lilliefors tests were classified as uniformly most powerful (UMP) because their power was unaffected by sample size, while the remaining four tests were classified as locally most powerful (LMP).

Cite This Study

Abidemi et al. (2023) studied this question.

synapsesocial.com/papers/6a90540af009383eee841cee https://doi.org/10.11648/j.ml.20230901.12

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Implication

Simulation study demonstrates superior statistical power for three normality tests across sample sizes, highlighting optimal choices for data analysis.

Classification of Some Test of Normality Techniques into UMP and LMP Using Monte Carlo Simulation Technique

Discussion

Member takes

Implication

Key Points

Cite This Study

Classification of Some Test of Normality Techniques into UMP and LMP Using Monte Carlo Simulation Technique

Discussion

Member takes

Implication

Key Points

Cite This Study

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