Research Article
An Empirical Likelihood Ratio-Based Omnibus Test for Normality with an Adjustment for Symmetric Alternatives
Table 6
Monte Carlo power comparisons from short-tailed symmetric alternative distributions at
.
| Distribution | | Symmetric short-tailed alternative distributions: set 1 (2 of 2) | Selected EDF-based tests | Selected moment-based tests | SW tests | Proposed tests | AD | LL | CVM | | JB | RJB | | | DP | SEELR | SW | SF | CSELR | SRELR |
| Trunc-norm (−2, 2) | 20 | 0.0405 | 0.0375 | 0.0392 | 0.0426 | 0.0090 | 0.0119 | 0.0278 | 0.0120 | 0.0187 | 0.0415 | 0.0340 | 0.0227 | 0.0563 | 0.0577 | 30 | 0.0429 | 0.0426 | 0.0455 | 0.0466 | 0.0036 | 0.0048 | 0.0287 | 0.0067 | 0.0280 | 0.0318 | 0.0363 | 0.0179 | 0.0648 | 0.0685 | 50 | 0.0517 | 0.0452 | 0.0463 | 0.0489 | 0.0010 | 0.0014 | 0.0418 | 0.0043 | 0.0651 | 0.0265 | 0.0539 | 0.0187 | 0.1032 | 0.0972 | 80 | 0.0743 | 0.0583 | 0.0697 | 0.0734 | 0.0011 | 0.0010 | 0.0949 | 0.0031 | 0.1462 | 0.0231 | 0.0895 | 0.0303 | 0.1595 | 0.1639 | 100 | 0.0913 | 0.0628 | 0.0756 | 0.0820 | 0.0027 | 0.0004 | 0.1508 | 0.0025 | 0.2001 | 0.0276 | 0.1239 | 0.0343 | 0.1977 | 0.2196 | Trunc-norm (−1, 1) | 20 | 0.0982 | 0.0612 | 0.0842 | 0.0882 | 0.0025 | 0.0039 | 0.1240 | 0.0044 | 0.0713 | 0.1387 | 0.1033 | 0.0389 | 0.1801 | 0.1844 | 30 | 0.1556 | 0.0903 | 0.1188 | 0.1453 | 0.0006 | 0.0018 | 0.1922 | 0.0031 | 0.2090 | 0.1596 | 0.1935 | 0.0734 | 0.3065 | 0.3221 | 50 | 0.3105 | 0.1322 | 0.2245 | 0.2304 | 0.0027 | 0.0004 | 0.4480 | 0.0020 | 0.5439 | 0.2718 | 0.4479 | 0.1987 | 0.5454 | 0.5491 | 80 | 0.5663 | 0.2352 | 0.4092 | 0.4562 | 0.1024 | 0.0000 | 0.7887 | 0.0014 | 0.8729 | 0.5412 | 0.8002 | 0.5372 | 0.8042 | 0.8133 | 100 | 0.7103 | 0.3131 | 0.5263 | 0.5481 | 0.3173 | 0.0027 | 0.9130 | 0.0008 | 0.9508 | 0.7245 | 0.9274 | 0.7452 | 0.8963 | 0.9075 | Tukey (0, 1, 0.25, 0.25) | 20 | 0.0401 | 0.0433 | 0.0452 | 0.0432 | 0.0176 | 0.0237 | 0.0305 | 0.0206 | 0.0274 | 0.0412 | 0.0373 | 0.0269 | 0.0507 | 0.0491 | 30 | 0.0418 | 0.0420 | 0.0443 | 0.0497 | 0.0129 | 0.0149 | 0.0235 | 0.0163 | 0.0285 | 0.0320 | 0.0385 | 0.0219 | 0.0596 | 0.0586 | 50 | 0.0512 | 0.0483 | 0.0552 | 0.0532 | 0.0041 | 0.0070 | 0.0248 | 0.0121 | 0.0447 | 0.0314 | 0.0408 | 0.0195 | 0.0749 | 0.0756 | 80 | 0.0603 | 0.0504 | 0.0626 | 0.0581 | 0.0031 | 0.0031 | 0.0455 | 0.0090 | 0.0776 | 0.0254 | 0.0530 | 0.0194 | 0.1053 | 0.1003 | 100 | 0.0664 | 0.0575 | 0.0636 | 0.0671 | 0.0042 | 0.0026 | 0.0628 | 0.0078 | 0.0952 | 0.0291 | 0.0572 | 0.0217 | 0.1159 | 0.1321 | Tukey (0, 1, 0.75, 0.75) | 20 | 0.1236 | 0.0743 | 0.1056 | 0.1048 | 0.0033 | 0.0031 | 0.1564 | 0.0061 | 0.1017 | 0.1765 | 0.1356 | 0.0548 | 0.2246 | 0.2306 | 30 | 0.1977 | 0.0969 | 0.1578 | 0.1672 | 0.0005 | 0.0021 | 0.2546 | 0.0030 | 0.2763 | 0.1984 | 0.2421 | 0.0986 | 0.3744 | 0.3751 | 50 | 0.4028 | 0.1812 | 0.3040 | 0.3216 | 0.0042 | 0.0002 | 0.5498 | 0.0020 | 0.6529 | 0.3474 | 0.5383 | 0.2679 | 0.6506 | 0.6465 | 80 | 0.6996 | 0.3116 | 0.5387 | 0.5649 | 0.1758 | 0.0000 | 0.8664 | 0.0010 | 0.9303 | 0.6599 | 0.8745 | 0.6524 | 0.8844 | 0.8821 | 100 | 0.8181 | 0.4289 | 0.6699 | 0.6751 | 0.4598 | 0.0086 | 0.9418 | 0.0010 | 0.9822 | 0.8220 | 0.9421 | 0.8391 | 0.9467 | 0.9486 | Tukey (0, 1, 1.25, 1.25) | 20 | 0.2083 | 0.1096 | 0.1617 | 0.1810 | 0.0.0032 | 0.0042 | 0.2589 | 0.0061 | 0.1767 | 0.2997 | 0.2426 | 0.1083 | 0.3514 | 0.3530 | 30 | 0.3515 | 0.1575 | 0.2697 | 0.2763 | 0.0012 | 0.0014 | 0.4255 | 0.0040 | 0.4339 | 0.4012 | 0.4534 | 0.2240 | 0.5569 | 0.5689 | 50 | 0.6608 | 0.3045 | 0.5147 | 0.5101 | 0.0205 | 0.0002 | 0.7786 | 0.0017 | 0.8414 | 0.6650 | 0.8221 | 0.5744 | 0.8466 | 0.8374 | 80 | 0.9181 | 0.5348 | 0.7963 | 0.8105 | 0.4832 | 0.0004 | 0.9725 | 0.0011 | 0.9878 | 0.9283 | 0.9768 | 0.9301 | 0.9773 | 0.9797 | 100 | 0.9752 | 0.6676 | 0.9032 | 0.9114 | 0.8247 | 0.0766 | 0.9946 | 0.0010 | 0.9982 | 0.9824 | 0.9942 | 0.9900 | 0.9951 | 0.9954 |
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