2014•Journal of Modelling in ManagementRequires access

An observatory note on tests for normality assumptions

Ahmed Faisal Siddiqi

Open publisher page 21 citations

Abstract

Purpose – The purpose of this paper is to discuss how numerous tests that are available in statistical literature to assess normality of a given set of observations perform in normal and near-normal situations. Not all these tests are suitable for all situations but each test has an exclusive area of application. Design/methodology/approach – These tests are assessed for their power at varying degrees of skewness, kurtosis and sample size on the basis of simulated experiments. Findings – It is observed that almost all these tests are indifferent for smaller values of skewness and kurtosis. Further, the power of accepting normality reduces with increasing sample size. Originality/value – The article gives guidelines to researchers to apply normality assessing tests in different situations.

About this research paper

What this paper is about

Purpose – The purpose of this paper is to discuss how numerous tests that are available in statistical literature to assess normality of a given set of observations perform in normal and near-normal situations. Not all these tests are suitable for all situations but each test has an exclusive area of application. Design/methodology/approach – These tests are assessed for their power at varying degrees of skewness, kurtosis and sample size on the basis of simulated experiments. Findings – It is observed that almost all these tests are indifferent for smaller values of skewness and kurtosis. Further, the power of accepting normality reduces with increasing sample size. Originality/value – The article gives guidelines to researchers to apply normality assessing tests in different situations.

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OpenAlex reports 21 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Method / approach

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Available abstract

Purpose – The purpose of this paper is to discuss how numerous tests that are available in statistical literature to assess normality of a given set of observations perform in normal and near-normal situations. Not all these tests are suitable for all situations but each test has an exclusive area of application. Design/methodology/approach – These tests are assessed for their power at varying degrees of skewness, kurtosis and sample size on the basis of simulated experiments. Findings – It is observed that almost all these tests are indifferent for smaller values of skewness and kurtosis. Further, the power of accepting normality reduces with increasing sample size. Originality/value – The article gives guidelines to researchers to apply normality assessing tests in different situations.

Key concepts: Kurtosis, Normality, Normality test, Skewness, Sample (material), Statistics, Econometrics, Sample size determination

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