Simple Tests of Normality in Small Samples

Article

Ramsey, Patricia; Ramsey, Philip   (1990, ASQC)   Fordham University

Journal of Quality Technology    Vol. 22    No. 4
QICID: 11274    October 1990    pp. 299-309
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Article Abstract

Moment tests, combinations of moment tests, and three other simple tests of normality are compared to the Shapiro-Wilk W statistic. Monte Carlo trials indicate that some of the tests give adequate control of Type I error rates for sample sizes as low as 4. Over a variety of distributions the W statistic is generally the most powerful. However, moment tests are sometimes more powerful and, additionally, may help in identifying the actual shape of the nonnormal population distribution.

Keywords

Moment estimation,Type I error,Shapiro-Wilk statistic,Power


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