A Comparison on Several Tests for Normality by Monte Carlo Simulation

机译：蒙特卡罗模拟的几种正态性检验的比较

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摘要

The paper firstly outlines several tests for normality and outpoints the similarities and distinctions among them. Secondly, the powers of four main tests for normality, i.e., Shapiro-Wilk test, Kolmogrov-Smirnov test, Gramer-von Mises test and Anderson-Darling test, have been calculated by employing MCS method. Finally, the relevant conclusions and suggestions have been presented via analyzing the outcomes of MCS.

机译：本文首先概述了几种正常性测试，并指出了它们之间的相似性和区别。其次，采用MCS方法计算了四种主要的正态性检验的功效，即Shapiro-Wilk检验，Kolmogrov-Smirnov检验，Gramer-von Mises检验和Anderson-Darling检验。最后，通过分析MCS的结果提出了相关的结论和建议。

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《International institute of statistics and management engineering symposium》|2010年|p.445-453|共9页
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作者
ZHANG Gangyong; RUAN Luning;
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原文格式 PDF
正文语种
中图分类统计学;统计学;
关键词
power of test; test for normality; simulation;

机译：测试能力;测试正常性;模拟;

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A Comparison on Several Tests for Normality by Monte Carlo Simulation

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