Power of Some Standard Goodness-of-Fit Tests of Normality against Asymmetric Stable Alternatives
正态性拟合优度检验对非对称稳定分布备择的功效
In this article, we investigate the power of six standard goodness-of-fit tests of normality; several of these are sensitive to departures from normality in both skewness and kurtosis—the omnibus property. The power is estimated through simulation when the alternative is stable with α = 1.0(.3)1.9, β = .00(.25)1.00, and samples are of size n = 10, 20, 50, 100. The goodness-of-fit tests are based on the skewness statistic ✓b 1, the kurtosis statistic b 2, a joint test using…