The Anderson-Darling Test and the Shapiro-Wilk test have considerably more power.
I'd refer you to a non-R related discussion board for statistics related questions. Perhaps the following might be more useful: http://stats.stackexchange.com/questions/8184/most-powerful-gof-test-for-normality Sincerely yours, Mark J. Lamias ________________________________ From: Rolf Turner <rolf.tur...@xtra.co.nz> To: Herschtal Alan <alan.hersch...@petermac.org> Cc: r-help@r-project.org Sent: Thursday, November 8, 2012 10:16 PM Subject: Re: [R] Looking for a test of standard normality 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? ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
