Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Goodness-of-Fit Test for the Normality based on the Generalized Lorenz Curve

  • Received : 2014.03.26
  • Accepted : 2014.07.16
  • Published : 2014.07.31
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Abstract

Testing normality is very important because the most common assumption is normality in statistical analysis. We propose a new plot and test statistic to goodness-of-fit test for normality based on the generalized Lorenz curve. We compare the new plot with the Q-Q plot. We also compare the new test statistic with the Kolmogorov-Smirnov (KS), Cramer-von Mises (CVM), Anderson-Darling (AD), Shapiro-Francia (SF), and Shapiro-Wilks (W) test statistic in terms of the power of the test through by Monte Carlo method. As a result, new plot is clearly classified normality and non-normality than Q-Q plot; in addition, the new test statistic is more powerful than the other test statistics for asymmetrical distribution. We check the proposed test statistic and plot using Hodgkin's disease data.

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References

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