Research Article
An Empirical Likelihood Ratio-Based Omnibus Test for Normality with an Adjustment for Symmetric Alternatives
Table 1
Monte Carlo experiments to establish the values of
at
for the proposed CUSUM-type (CS) and Shiryaev–Roberts (SR) test statistics.
| Distribution | | | | | | | | | CS | SR | CS | SR | CS | SR | CS | SR | CS | SR | CS | SR | CS | SR |
| Symmetric short-tailed alternative distributions | Beta (2, 2) | 20 | 0.0486 | 0.0378 | 0.1072 | 0.1116 | 0.1020 | 0.1028 | 0.0928 | 0.0820 | 0.0884 | 0.1032 | 0.0838 | 0.0888 | 0.0634 | 0.0886 | 50 | 0.1528 | 0.1014 | 0.2904 | 0.2930 | 0.2366 | 0.2694 | 0.2536 | 0.2274 | 0.2176 | 0.2918 | 0.2372 | 0.2638 | 0.1822 | 0.2424 | 100 | 0.3538 | 0.2480 | 0.5676 | 0.6062 | 0.5196 | 0.5512 | 0.5430 | 0.5384 | 0.5350 | 0.6194 | 0.5166 | 0.5688 | 0.4172 | 0.4968 | Uniform (0, 1) | 20 | 0.1584 | 0.1056 | 0.2998 | 0.3030 | 0.2256 | 0.2402 | 0.2556 | 0.2558 | 0.2134 | 0.2628 | 0.2136 | 0.2404 | 0.1368 | 0.2132 | 50 | 0.5214 | 0.3882 | 0.7924 | 0.7874 | 0.6768 | 0.6590 | 0.7536 | 0.7482 | 0.6912 | 0.7804 | 0.6984 | 0.7560 | 0.5452 | 0.6714 | 100 | 0.8750 | 0.8066 | 0.9882 | 0.9872 | 0.9596 | 0.9576 | 0.9838 | 0.9806 | 0.9736 | 0.9890 | 0.9738 | 0.9848 | 0.9532 | 0.9692 | Trunc-norm (−1, 1) | 20 | 0.0898 | 0.0618 | 0.1878 | 0.1920 | 0.1512 | 0.1694 | 0.1560 | 0.1534 | 0.1446 | 0.1704 | 0.1404 | 0.1464 | 0.1004 | 0.1386 | 50 | 0.3140 | 0.2000 | 0.5604 | 0.5630 | 0.4624 | 0.4802 | 0.5144 | 0.5014 | 0.4490 | 0.5612 | 0.4466 | 0.4984 | 0.3384 | 0.4600 | 100 | 0.6636 | 0.5412 | 0.8866 | 0.9094 | 0.8290 | 0.8398 | 0.8698 | 0.8706 | 0.8570 | 0.9038 | 0.8504 | 0.8866 | 0.7758 | 0.8358 | Tukey (0, 1, 0.75, 0.75) | 20 | 0.1160 | 0.0726 | 0.2294 | 0.2332 | 0.1714 | 0.1904 | 0.1878 | 0.1882 | 0.1652 | 0.2118 | 0.1724 | 0.1766 | 0.1062 | 0.1640 | 50 | 0.3816 | 0.2640 | 0.6448 | 0.6458 | 0.5232 | 0.5442 | 0.6202 | 0.6002 | 0.5330 | 0.6206 | 0.5560 | 0.5880 | 0.4062 | 0.5334 | 100 | 0.7598 | 0.6586 | 0.9428 | 0.9460 | 0.9014 | 0.8948 | 0.9362 | 0.9248 | 0.9132 | 0.9550 | 0.9228 | 0.9382 | 0.8568 | 0.8984 | Symmetric long-tailed alternative distributions | T (4) | 20 | 0.2396 | 0.2530 | 0.2208 | 0.2060 | 0.1828 | 0.1782 | 0.2286 | 0.2342 | 0.1990 | 0.2042 | 0.1968 | 0.2254 | 0.1798 | 0.1850 | 50 | 0.4484 | 0.4212 | 0.4770 | 0.4600 | 0.4084 | 0.4220 | 0.4426 | 0.4810 | 0.4440 | 0.4596 | 0.4374 | 0.4684 | 0.4142 | 0.4302 | 100 | 0.6630 | 0.6520 | 0.7264 | 0.7094 | 0.6896 | 0.6950 | 0.7062 | 0.7146 | 0.7018 | 0.7142 | 0.7012 | 0.7226 | 0.6556 | 0.6650 | Logistic (0, 1) | 20 | 0.1192 | 0.1196 | 0.1076 | 0.1014 | 0.0902 | 0.0846 | 0.1050 | 0.1178 | 0.1038 | 0.0968 | 0.1002 | 0.1080 | 0.0888 | 0.0908 | 50 | 0.1840 | 0.1794 | 0.1990 | 0.1940 | 0.1708 | 0.1590 | 0.1890 | 0.1904 | 0.1736 | 0.1884 | 0.1790 | 0.1976 | 0.1546 | 0.1640 | 100 | 0.2796 | 0.2490 | 0.3082 | 0.3216 | 0.2716 | 0.2766 | 0.3070 | 0.3254 | 0.2976 | 0.3104 | 0.2902 | 0.3204 | 0.2448 | 0.2712 | Double-exp (0, 1) | 20 | 0.2396 | 0.2708 | 0.2598 | 0.2270 | 0.1772 | 0.1792 | 0.2364 | 0.2660 | 0.2116 | 0.2088 | 0.2196 | 0.2382 | 0.1732 | 0.1738 | 50 | 0.5032 | 0.4770 | 0.5446 | 0.5252 | 0.4410 | 0.4422 | 0.5322 | 0.5450 | 0.4926 | 0.4870 | 0.4980 | 0.5222 | 0.4412 | 0.4524 | 100 | 0.7626 | 0.7334 | 0.8102 | 0.8158 | 0.7412 | 0.7470 | 0.8092 | 0.8214 | 0.7918 | 0.8058 | 0.7846 | 0.8130 | 0.7360 | 0.7328 | Cauchy (0, 1) | 20 | 0.8588 | 0.8554 | 0.8408 | 0.8318 | 0.7742 | 0.7580 | 0.8464 | 0.8678 | 0.8138 | 0.8140 | 0.8226 | 0.8420 | 0.7820 | 0.7744 | 50 | 0.9940 | 0.9950 | 0.9958 | 0.9970 | 0.9944 | 0.9906 | 0.9956 | 0.9956 | 0.9946 | 0.9968 | 0.9938 | 0.9952 | 0.9936 | 0.9938 | Asymmetric alternative distributions | Gamma (2, 1) | 50 | 0.8614 | 0.8306 | 0.5636 | 0.4900 | 0.2820 | 0.2240 | 0.8172 | 0.7782 | 0.5282 | 0.4230 | 0.7794 | 0.7254 | 0.5682 | 0.4202 | 100 | 0.9950 | 0.9910 | 0.8266 | 0.7686 | 0.4182 | 0.3356 | 0.9890 | 0.9818 | 0.8372 | 0.7216 | 0.9854 | 0.9736 | 0.8536 | 0.7208 | Weibull (2, 1) | 50 | 0.2794 | 0.2892 | 0.1680 | 0.1302 | 0.1354 | 0.1128 | 0.2568 | 0.2340 | 0.1590 | 0.1338 | 0.2358 | 0.2160 | 0.2070 | 0.1556 | 100 | 0.5804 | 0.5506 | 0.2294 | 0.1870 | 0.1786 | 0.1298 | 0.5048 | 0.4496 | 0.2750 | 0.1950 | 0.4662 | 0.4062 | 0.3260 | 0.2106 | SN (0, 1, 5) | 50 | 0.5268 | 0.5064 | 0.2674 | 0.2010 | 0.1688 | 0.1428 | 0.4772 | 0.4332 | 0.2750 | 0.2040 | 0.4262 | 0.3864 | 0.3256 | 0.2254 | 100 | 0.8706 | 0.8402 | 0.4290 | 0.3392 | 0.2192 | 0.1646 | 0.8430 | 0.7732 | 0.4754 | 0.3166 | 0.8062 | 0.7440 | 0.5418 | 0.3506 |
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Bold represents the most superior CS-type statistic and italicized represents the most superior SR statistic.
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