Tests for departure from normality: Comparison of powers

Abstract

SUMMARY In the present paper we present results of a large scale simulation study of the power of various tests of normality. We follow the procedure adopted by Shapiro, Wilk & Chen of applying a considerable variety of tests to samples drawn from a wide range of nonnormal populations. We, however, consider some additional tests, emphasize the difference between ‘omnibus’ and ‘directional’ tests and show the difficulty of applying testa based on ordered observations, such as the Shapiro-Wilk test, when in practice the sample data may contain ‘ties’ resulting from grouping or rounding.