Comparison of the powers of the tests for normality for GG distribution and <i>N</i> = 200.
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The following tests are taken under consideration: the new test proposed in this paper, Jarque-Bera (JB) test [5], D’Agostino-Pearson (DP) test [4], Shapiro-Wilk (SW) test [3], test based on the empirical characteristic function (CF) [22], Kolmogorov-Smirnov (KS) test [2], Kuiper test [6], Watson test [7], Cramer-von Mises (CvM) test [8], Anderson-Darling (AD) test [9] and χ2 goodness-of-fit test [1].
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2020-06-11
