Acosta Archila, Felipe H.

Publication Search Results

Now showing 1 - 1 of 1

A study of normality tests and an extension to the normality plot
(2010-05) Acosta Archila, Felipe H.; Rolke, Wolfgang A.; College of Arts and Sciences - Sciences; Quintana Díaz, Julio; Santana Morant, Dámaris; Department of Mathematics; Couvertier, Isidoro
We are considering a number of existing normality tests and study their power against different alternative hypotheses. We also develop an extension to the normality plot by adding a fixed confidence band. This procedure is named the envelope test. We use a Monte Carlo simulation to do a power study among all normal tests considered and in the development of the envelope test. The results show that although there was no best normality test, we can provide guidelines to improve their efficiency. With the envelope test we construct a method that eliminates the subjectivity that the normality plot carries within.