Others may correct me, but I cannot imagine any test of standard normality
giving appreciably more power than is given by the Kolmogorov-Smirnov
test.
I also wonder about the point of testing for (standard) normality in the
first place. There is a quote --- I think it refers to testing for
heteroscedasticity,
but I believe it applies equally to testing for normality --- about
such testing
being analogous to going out of the harbour in a rowing dinghy to see if
it's
safe for an ocean liner to put to sea.
cheers,
Rolf Turner
On 09/11/12 13:23, Herschtal Alan wrote:
Dear list members,
I am looking for a goodness of test that will tell me if a sample is
likely to have come from a standard normal distribution. I can find
plenty of omnibus tests for normality in the nor.test package, but none
of them appear to allow me to test against the specific alternative that
the data are not standard normal. My back up option is to use a
Kolmogorov-Smirnov test, but my impression is that that is not a very
powerful test. Any suggestions?
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