Research Article
An Empirical Likelihood Ratio-Based Omnibus Test for Normality with an Adjustment for Symmetric Alternatives
Table 7
Monte Carlo power comparisons from long-tailed symmetric alternative distributions at
.
| Distribution | | Symmetric long-tailed alternative distributions: set 2 (1 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 |
| t (2) | 20 | 0.5124 | 0.4439 | 0.5058 | 0.4895 | 0.5678 | 0.6325 | 0.5421 | 0.4978 | 0.5644 | 0.3766 | 0.5209 | 0.5825 | 0.5055 | 0.4940 | 30 | 0.6801 | 0.5987 | 0.6605 | 0.6356 | 0.7220 | 0.7737 | 0.7323 | 0.5987 | 0.7034 | 0.4316 | 0.6744 | 0.7361 | 0.6757 | 0.6672 | 50 | 0.8499 | 0.7722 | 0.8371 | 0.8387 | 0.8814 | 0.9198 | 0.8984 | 0.7006 | 0.8584 | 0.4838 | 0.8637 | 0.8891 | 0.8685 | 0.8621 | 80 | 0.9588 | 0.9172 | 0.9519 | 0.9455 | 0.9716 | 0.9799 | 0.9725 | 0.7838 | 0.9584 | 0.5336 | 0.9626 | 0.9715 | 0.9667 | 0.9669 | 100 | 0.9847 | 0.9593 | 0.9791 | 0.9812 | 0.9894 | 0.9930 | 0.9902 | 0.8123 | 0.9809 | 0.5891 | 0.9851 | 0.9925 | 0.9872 | 0.9877 | t (4) | 20 | 0.2143 | 0.1798 | 0.2053 | 0.1949 | 0.2885 | 0.3270 | 0.2794 | 0.2569 | 0.2864 | 0.1737 | 0.2431 | 0.2790 | 0.2225 | 0.2137 | 30 | 0.3010 | 0.2200 | 0.2800 | 0.2583 | 0.3832 | 0.4341 | 0.3933 | 0.3180 | 0.3751 | 0.2090 | 0.3172 | 0.3857 | 0.3173 | 0.3086 | 50 | 0.4185 | 0.3068 | 0.3903 | 0.3602 | 0.5357 | 0.5864 | 0.5442 | 0.3914 | 0.5078 | 0.2346 | 0.4556 | 0.5385 | 0.4639 | 0.4544 | 80 | 0.5567 | 0.4182 | 0.5193 | 0.5030 | 0.6957 | 0.7466 | 0.7248 | 0.4663 | 0.6530 | 0.2686 | 0.6330 | 0.6862 | 0.6335 | 0.6319 | 100 | 0.6513 | 0.4940 | 0.6015 | 0.6104 | 0.7728 | 0.8137 | 0.7824 | 0.5013 | 0.7337 | 0.2824 | 0.7072 | 0.7633 | 0.7091 | 0.7196 | t (7) | 20 | 0.1194 | 0.0899 | 0.1110 | 0.1058 | 0.1640 | 0.1937 | 0.1507 | 0.1474 | 0.1716 | 0.1014 | 0.1360 | 0.1612 | 0.1145 | 0.1178 | 30 | 0.1512 | 0.1002 | 0.1298 | 0.1272 | 0.2150 | 0.2516 | 0.2093 | 0.1808 | 0.2109 | 0.1164 | 0.1664 | 0.2091 | 0.1511 | 0.1485 | 50 | 0.1884 | 0.1260 | 0.1642 | 0.1570 | 0.3040 | 0.3390 | 0.2945 | 0.2208 | 0.2847 | 0.1390 | 0.2370 | 0.2889 | 0.2243 | 0.2153 | 80 | 0.2311 | 0.1622 | 0.2090 | 0.2172 | 0.4040 | 0.4387 | 0.4144 | 0.2640 | 0.3543 | 0.1478 | 0.3105 | 0.3938 | 0.3095 | 0.3109 | 100 | 0.2684 | 0.1797 | 0.2524 | 0.2380 | 0.4543 | 0.4928 | 0.4802 | 0.2701 | 0.4140 | 0.1648 | 0.3696 | 0.4347 | 0.3623 | 0.3676 | t (15) | 20 | 0.0703 | 0.0625 | 0.0679 | 0.0640 | 0.0951 | 0.1166 | 0.0888 | 0.0876 | 0.0914 | 0.0632 | 0.0770 | 0.0912 | 0.0674 | 0.0686 | 30 | 0.0767 | 0.0660 | 0.0708 | 0.0634 | 0.1087 | 0.1280 | 0.1168 | 0.0961 | 0.1055 | 0.0740 | 0.0866 | 0.1064 | 0.0799 | 0.0787 | 50 | 0.0827 | 0.0720 | 0.0675 | 0.0778 | 0.1310 | 0.1675 | 0.1443 | 0.1116 | 0.1271 | 0.0821 | 0.1120 | 0.1288 | 0.0996 | 0.0975 | 80 | 0.0888 | 0.0731 | 0.0874 | 0.0817 | 0.1750 | 0.2009 | 0.1788 | 0.1363 | 0.1577 | 0.0866 | 0.1370 | 0.1668 | 0.1175 | 0.1157 | 100 | 0.1060 | 0.0743 | 0.0858 | 0.0840 | 0.1902 | 0.2105 | 0.1912 | 0.1414 | 0.1667 | 0.0924 | 0.1498 | 0.1758 | 0.1268 | 0.1316 | Cauchy (0, 1) | 20 | 0.8865 | 0.8396 | 0.8806 | 0.8662 | 0.8607 | 0.9126 | 0.8590 | 0.7660 | 0.8182 | 0.6474 | 0.8693 | 0.8886 | 0.8422 | 0.8300 | 30 | 0.9653 | 0.9419 | 0.9630 | 0.9615 | 0.9544 | 0.9758 | 0.9597 | 0.8460 | 0.9127 | 0.6894 | 0.9594 | 0.9664 | 0.9546 | 0.9512 | 50 | 0.9966 | 0.9947 | 0.9971 | 0.9954 | 0.9960 | 0.9984 | 0.9958 | 0.9075 | 0.9665 | 0.7452 | 0.9967 | 0.9966 | 0.9972 | 0.9968 | 80 | 1.0000 | 0.9997 | 1.0000 | 0.9999 | 0.9999 | 1.0000 | 0.9999 | 0.9451 | 0.9796 | 0.8854 | 0.9999 | 0.9999 | 1.0000 | 1.0000 | 100 | 1.0000 | 0.9998 | 1.0000 | 1.0000 | 0.9999 | 1.0000 | 1.0000 | 0.9536 | 0.9848 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | Logistic (0, 1) | 20 | 0.1071 | 0.0873 | 0.0963 | 0.0889 | 0.1499 | 0.1790 | 0.1397 | 0.1320 | 0.1423 | 0.0921 | 0.1186 | 0.1421 | 0.1073 | 0.0987 | 30 | 0.1208 | 0.0907 | 0.1184 | 0.1151 | 0.1884 | 0.2259 | 0.1932 | 0.1653 | 0.1774 | 0.1043 | 0.1462 | 0.1875 | 0.1305 | 0.1293 | 50 | 0.1620 | 0.1072 | 0.1403 | 0.1270 | 0.2606 | 0.2957 | 0.2672 | 0.1870 | 0.2225 | 0.1215 | 0.1892 | 0.2436 | 0.1970 | 0.1866 | 80 | 0.2152 | 0.1414 | 0.1838 | 0.1778 | 0.3390 | 0.3919 | 0.3690 | 0.2161 | 0.3078 | 0.1266 | 0.2776 | 0.3296 | 0.2623 | 0.2629 | 100 | 0.2293 | 0.1548 | 0.2127 | 0.1912 | 0.3834 | 0.4361 | 0.4026 | 0.2238 | 0.3360 | 0.1275 | 0.2972 | 0.3753 | 0.3037 | 0.3118 |
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