Research Article

Empirical Type 1 Error Rate and Power Comparisons of Normality Tests with R

Volume: 39 Number: 3 September 30, 2018
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Empirical Type 1 Error Rate and Power Comparisons of Normality Tests with R

Abstract

Normality is one of the main presuppositions in statistical tests. The multiplicity of the normality tests bring out another problem of choosing the appropriate test for researchers. The free software R which has a great popularity in the statistical analysis has 18 normality tests in 4 different packages. In this study we compared performance of these normality tests in terms of empirical type 1 error rate and power by Monte Carlo simulation. As a result, regardless of the distribution of data (symetric or asymmetric) the Shapiro-Francia test, also the Frosini B test performed better than the other normality tests in terms of experimental type 1 error rate. However the widely used Kolmogorov-Smirnov test showed worse performance than other normality tests in terms of empirical type 1 error rate and power.

Keywords

Normality tests,R,Empirical type 1 error rate,Power of test

References

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APA
Pekgör, A., Erişoğlu, M., Karakoca, A., & Erişoğlu, Ü. (2018). Empirical Type 1 Error Rate and Power Comparisons of Normality Tests with R. Cumhuriyet Science Journal, 39(3), 799-811. https://doi.org/10.17776/csj.426382
AMA
1.Pekgör A, Erişoğlu M, Karakoca A, Erişoğlu Ü. Empirical Type 1 Error Rate and Power Comparisons of Normality Tests with R. CSJ. 2018;39(3):799-811. doi:10.17776/csj.426382
Chicago
Pekgör, Ahmet, Murat Erişoğlu, Aydın Karakoca, and Ülkü Erişoğlu. 2018. “Empirical Type 1 Error Rate and Power Comparisons of Normality Tests With R”. Cumhuriyet Science Journal 39 (3): 799-811. https://doi.org/10.17776/csj.426382.
EndNote
Pekgör A, Erişoğlu M, Karakoca A, Erişoğlu Ü (September 1, 2018) Empirical Type 1 Error Rate and Power Comparisons of Normality Tests with R. Cumhuriyet Science Journal 39 3 799–811.
IEEE
[1]A. Pekgör, M. Erişoğlu, A. Karakoca, and Ü. Erişoğlu, “Empirical Type 1 Error Rate and Power Comparisons of Normality Tests with R”, CSJ, vol. 39, no. 3, pp. 799–811, Sept. 2018, doi: 10.17776/csj.426382.
ISNAD
Pekgör, Ahmet - Erişoğlu, Murat - Karakoca, Aydın - Erişoğlu, Ülkü. “Empirical Type 1 Error Rate and Power Comparisons of Normality Tests With R”. Cumhuriyet Science Journal 39/3 (September 1, 2018): 799-811. https://doi.org/10.17776/csj.426382.
JAMA
1.Pekgör A, Erişoğlu M, Karakoca A, Erişoğlu Ü. Empirical Type 1 Error Rate and Power Comparisons of Normality Tests with R. CSJ. 2018;39:799–811.
MLA
Pekgör, Ahmet, et al. “Empirical Type 1 Error Rate and Power Comparisons of Normality Tests With R”. Cumhuriyet Science Journal, vol. 39, no. 3, Sept. 2018, pp. 799-11, doi:10.17776/csj.426382.
Vancouver
1.Ahmet Pekgör, Murat Erişoğlu, Aydın Karakoca, Ülkü Erişoğlu. Empirical Type 1 Error Rate and Power Comparisons of Normality Tests with R. CSJ. 2018 Sep. 1;39(3):799-811. doi:10.17776/csj.426382