Research Article
An Empirical Likelihood Ratio-Based Omnibus Test for Normality with an Adjustment for Symmetric Alternatives
Table 9
Monte Carlo power comparisons from asymmetric alternative distributions at
.
| Distribution | | Asymmetric alternative distributions: set 3 (1 of 1) | Selected EDF-based tests | Selected moment-based tests | SW tests | Proposed tests | AD | LL | CVM | | JB | RJB | | | DP | SEELR | SW | SF | CSELR | SRELR |
| Gamma (2, 1) | 20 | 0.4656 | 0.3111 | 0.4130 | 0.5309 | 0.4105 | 0.3909 | 0.2606 | 0.4653 | 0.3664 | 0.5680 | 0.5250 | 0.5045 | 0.2754 | 0.2401 | 30 | 0.6542 | 0.4684 | 0.5967 | 0.7111 | 0.5720 | 0.5478 | 0.3508 | 0.6650 | 0.5136 | 0.8123 | 0.7516 | 0.7103 | 0.3793 | 0.3325 | 50 | 0.8905 | 0.6973 | 0.8461 | 0.9068 | 0.8240 | 0.7711 | 0.4895 | 0.8915 | 0.6949 | 0.9693 | 0.9469 | 0.9266 | 0.5671 | 0.4837 | 80 | 0.9878 | 0.8958 | 0.9689 | 0.9857 | 0.9739 | 0.9434 | 0.6363 | 0.9859 | 0.8386 | 0.9991 | 0.9980 | 0.9962 | 0.7557 | 0.6737 | 100 | 0.9977 | 0.9528 | 0.9897 | 0.9972 | 0.9948 | 0.9845 | 0.6997 | 0.9976 | 0.8796 | 0.9999 | 0.9999 | 0.9995 | 0.8307 | 0.7590 | Weibull (2 ,1) | 20 | 0.1359 | 0.0941 | 0.1147 | 0.1805 | 0.1234 | 0.1201 | 0.0909 | 0.1405 | 0.1225 | 0.1725 | 0.1548 | 0.1452 | 0.1118 | 0.1029 | 30 | 0.1929 | 0.1283 | 0.1633 | 0.2343 | 0.1706 | 0.1519 | 0.1144 | 0.2151 | 0.1614 | 0.2818 | 0.2425 | 0.2015 | 0.1262 | 0.1183 | 50 | 0.3110 | 0.2062 | 0.2493 | 0.3379 | 0.2656 | 0.2450 | 0.1229 | 0.3670 | 0.2529 | 0.5136 | 0.4111 | 0.3516 | 0.1613 | 0.1237 | 80 | 0.4869 | 0.3125 | 0.4116 | 0.5063 | 0.4400 | 0.3808 | 0.1413 | 0.5803 | 0.3914 | 0.7662 | 0.6604 | 0.5883 | 0.2080 | 0.1597 | 100 | 0.6080 | 0.3930 | 0.5119 | 0.6295 | 0.5661 | 0.4818 | 0.1529 | 0.6976 | 0.4703 | 0.8703 | 0.7940 | 0.7185 | 0.2216 | 0.1753 | SN (0, 1, 5) | 20 | 0.2443 | 0.1783 | 0.2156 | 0.3008 | 0.1992 | 0.2003 | 0.1300 | 0.2497 | 0.2212 | 0.2915 | 0.2764 | 0.2600 | 0.1576 | 0.1297 | 30 | 0.3563 | 0.2464 | 0.3238 | 0.4197 | 0.2956 | 0.2828 | 0.1584 | 0.3710 | 0.3343 | 0.4659 | 0.4157 | 0.3955 | 0.1938 | 0.1612 | 50 | 0.5852 | 0.4036 | 0.5246 | 0.6397 | 0.4815 | 0.4390 | 0.2084 | 0.6077 | 0.4672 | 0.7048 | 0.6677 | 0.6331 | 0.2642 | 0.2099 | 80 | 0.8152 | 0.6093 | 0.7556 | 0.8268 | 0.7366 | 0.6619 | 0.2529 | 0.8291 | 0.7346 | 0.9028 | 0.8874 | 0.8533 | 0.3769 | 0.2935 | 100 | 0.8987 | 0.7235 | 0.8487 | 0.9059 | 0.8484 | 0.7889 | 0.2847 | 0.9204 | 0.8004 | 0.9523 | 0.9517 | 0.9303 | 0.4283 | 0.3323 | SC (0, 2, 5) | 20 | 0.9693 | 0.9353 | 0.9632 | 0.9769 | 0.9477 | 0.9446 | 0.8649 | 0.9526 | 0.9346 | 0.9514 | 0.9705 | 0.9693 | 0.8690 | 0.8444 | 30 | 0.9974 | 0.9882 | 0.9958 | 0.9972 | 0.9905 | 0.9910 | 0.9567 | 0.9884 | 0.9708 | 0.9782 | 0.9961 | 0.9974 | 0.9680 | 0.9585 | 50 | 1.0000 | 0.9997 | 1.0000 | 1.0000 | 1.0000 | 0.9999 | 0.9958 | 0.9972 | 0.9886 | 0.9857 | 0.9999 | 1.0000 | 0.9981 | 0.9972 | 80 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 0.9998 | 0.9985 | 0.9900 | 0.9934 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 100 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 0.9999 | 0.9990 | 0.9912 | 0.9982 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | Beta (2, 1) | 20 | 0.2558 | 0.1745 | 0.2298 | 0.1162 | 0.0767 | 0.0744 | 0.0887 | 0.1157 | 0.1107 | 0.3243 | 0.3062 | 0.2147 | 0.1905 | 0.1822 | 30 | 0.4282 | 0.2654 | 0.3672 | 0.2107 | 0.0918 | 0.0815 | 0.0896 | 0.1749 | 0.1678 | 0.5164 | 0.5185 | 0.3676 | 0.3569 | 0.3116 | 50 | 0.7142 | 0.4572 | 0.6174 | 0.4376 | 0.1992 | 0.1175 | 0.1094 | 0.3200 | 0.3021 | 0.7994 | 0.8411 | 0.7026 | 0.7051 | 0.5928 | 80 | 0.9349 | 0.7011 | 0.8569 | 0.7309 | 0.6129 | 0.2429 | 0.1765 | 0.5645 | 0.5511 | 0.9641 | 0.9871 | 0.9538 | 0.9478 | 0.8971 | 100 | 0.9817 | 0.8204 | 0.9362 | 0.8540 | 0.8353 | 0.4430 | 0.2243 | 0.6914 | 0.6699 | 0.9909 | 0.9983 | 0.9935 | 0.9840 | 0.9627 | Beta (3, 1.5) | 20 | 0.1447 | 0.1057 | 0.1348 | 0.0702 | 0.0615 | 0.0623 | 0.0687 | 0.0915 | 0.0871 | 0.1855 | 0.1715 | 0.1272 | 0.1064 | 0.1091 | 30 | 0.2313 | 0.1587 | 0.2051 | 0.1181 | 0.0793 | 0.0727 | 0.0659 | 0.1335 | 0.1237 | 0.3157 | 0.2700 | 0.1985 | 0.1844 | 0.1735 | 50 | 0.4311 | 0.2718 | 0.3670 | 0.2188 | 0.1277 | 0.0935 | 0.0716 | 0.2395 | 0.2022 | 0.5751 | 0.5390 | 0.3935 | 0.4089 | 0.3435 | 80 | 0.6974 | 0.4347 | 0.5793 | 0.4296 | 0.3340 | 0.1670 | 0.0940 | 0.4359 | 0.3654 | 0.8381 | 0.8412 | 0.7221 | 0.7253 | 0.6313 | 100 | 0.8207 | 0.5347 | 0.7112 | 0.5502 | 0.5358 | 0.2722 | 0.1220 | 0.5671 | 0.4855 | 0.9270 | 0.9370 | 0.8628 | 0.8347 | 0.7700 |
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