Research Article
An Empirical Likelihood Ratio-Based Omnibus Test for Normality with an Adjustment for Symmetric Alternatives
Table 5
Monte Carlo power comparisons from short-tailed symmetric alternative distributions at
.
| Distribution | | Symmetric short-tailed alternative distributions: set 1 (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 |
| Beta (3, 3) | 20 | 0.0426 | 0.0433 | 0.0431 | 0.0490 | 0.0098 | 0.0117 | 0.0389 | 0.0117 | 0.0244 | 0.0471 | 0.0379 | 0.0211 | 0.0708 | 0.0702 | 30 | 0.0512 | 0.0495 | 0.0497 | 0.0588 | 0.0036 | 0.0057 | 0.0357 | 0.0084 | 0.0436 | 0.0396 | 0.0460 | 0.0180 | 0.0873 | 0.0889 | 50 | 0.0754 | 0.0580 | 0.0670 | 0.0700 | 0.0015 | 0.0021 | 0.0635 | 0.0044 | 0.0983 | 0.0332 | 0.0694 | 0.0236 | 0.1387 | 0.1404 | 80 | 0.1008 | 0.0638 | 0.0943 | 0.0970 | 0.0021 | 0.0005 | 0.1268 | 0.0027 | 0.1786 | 0.0304 | 0.1086 | 0.0413 | 0.2315 | 0.2303 | 100 | 0.1278 | 0.0860 | 0.1121 | 0.1270 | 0.0086 | 0.0004 | 0.2080 | 0.0025 | 0.2437 | 0.0372 | 0.1556 | 0.0605 | 0.2783 | 0.3027 | Beta (2, 2) | 20 | 0.0567 | 0.0499 | 0.0566 | 0.0629 | 0.0048 | 0.0055 | 0.0621 | 0.0081 | 0.0363 | 0.0714 | 0.0516 | 0.0200 | 0.1065 | 0.1086 | 30 | 0.0733 | 0.0614 | 0.0691 | 0.0828 | 0.0012 | 0.0027 | 0.0854 | 0.0044 | 0.0872 | 0.0570 | 0.0773 | 0.0304 | 0.1605 | 0.1638 | 50 | 0.1328 | 0.0816 | 0.1142 | 0.1152 | 0.0014 | 0.0005 | 0.1713 | 0.0020 | 0.2116 | 0.0678 | 0.1521 | 0.0533 | 0.2829 | 0.2837 | 80 | 0.2280 | 0.1252 | 0.1863 | 0.2016 | 0.0100 | 0.0001 | 0.3941 | 0.0013 | 0.3867 | 0.1097 | 0.3140 | 0.1382 | 0.4819 | 0.4840 | 100 | 0.3072 | 0.1493 | 0.2380 | 0.2668 | 0.0487 | 0.0001 | 0.5433 | 0.0024 | 0.4871 | 0.1658 | 0.4526 | 0.2130 | 0.5835 | 0.6075 | Beta (1, 1) | 20 | 0.1622 | 0.0959 | 0.1419 | 0.1527 | 0.0030 | 0.0038 | 0.2158 | 0.0050 | 0.1550 | 0.2570 | 0.1991 | 0.0843 | 0.3025 | 0.3126 | 30 | 0.3071 | 0.1459 | 0.2300 | 0.2446 | 0.0013 | 0.0013 | 0.3659 | 0.0040 | 0.3914 | 0.3267 | 0.3814 | 0.1757 | 0.4945 | 0.5121 | 50 | 0.5760 | 0.2531 | 0.4399 | 0.4689 | 0.0130 | 0.0003 | 0.7059 | 0.0015 | 0.8021 | 0.5623 | 0.7468 | 0.4719 | 0.7826 | 0.7780 | 80 | 0.8656 | 0.4558 | 0.7236 | 0.7518 | 0.3660 | 0.0000 | 0.9538 | 0.0012 | 0.9808 | 0.8727 | 0.9735 | 0.8670 | 0.9563 | 0.9562 | 100 | 0.9523 | 0.5850 | 0.8343 | 0.8465 | 0.7299 | 0.0398 | 0.9911 | 0.0014 | 0.9965 | 0.9573 | 0.9954 | 0.9642 | 0.9849 | 0.9851 | Beta (0.5, 0.5) | 20 | 0.6144 | 0.3070 | 0.5015 | 0.5145 | 0.0057 | 0.0050 | 0.5753 | 0.0140 | 0.4586 | 0.7233 | 0.7220 | 0.5020 | 0.6994 | 0.6900 | 30 | 0.8551 | 0.4838 | 0.7348 | 0.7511 | 0.0052 | 0.0025 | 0.8098 | 0.0082 | 0.7650 | 0.8850 | 0.9380 | 0.8090 | 0.9094 | 0.9031 | 50 | 0.9909 | 0.7972 | 0.9562 | 0.9587 | 0.3781 | 0.0006 | 0.9816 | 0.0060 | 0.9014 | 0.9914 | 0.9998 | 0.9914 | 0.9937 | 0.9919 | 80 | 0.9999 | 0.9708 | 0.9987 | 0.9999 | 0.9867 | 0.1121 | 0.9996 | 0.0036 | 0.9612 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 100 | 1.0000 | 0.9946 | 0.9998 | 1.0000 | 0.9998 | 0.8388 | 0.9999 | 0.0045 | 0.9878 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | Uniform (0, 1) | 20 | 0.1677 | 0.0969 | 0.1431 | 0.1450 | 0.0028 | 0.0033 | 0.2175 | 0.0063 | 0.1400 | 0.2752 | 0.1960 | 0.0825 | 0.3025 | 0.3092 | 30 | 0.3056 | 0.1343 | 0.2212 | 0.2390 | 0.0012 | 0.0013 | 0.3838 | 0.0033 | 0.3880 | 0.3258 | 0.3720 | 0.1647 | 0.5055 | 0.5072 | 50 | 0.5742 | 0.2555 | 0.4420 | 0.4604 | 0.0106 | 0.0000 | 0.7005 | 0.0022 | 0.7983 | 0.5650 | 0.7568 | 0.4813 | 0.7886 | 0.7859 | 80 | 0.8642 | 0.4495 | 0.7204 | 0.7447 | 0.3731 | 0.0001 | 0.9500 | 0.0020 | 0.9789 | 0.8782 | 0.9744 | 0.8651 | 0.9587 | 0.9549 | 100 | 0.9438 | 0.5876 | 0.8484 | 0.8470 | 0.7238 | 0.0417 | 0.9907 | 0.0031 | 0.9970 | 0.9562 | 0.9958 | 0.9651 | 0.9865 | 0.9856 | Logit-norm (0, 1) | 20 | 0.0619 | 0.0481 | 0.0586 | 0.0549 | 0.0056 | 0.0060 | 0.0640 | 0.0080 | 0.0396 | 0.0732 | 0.0533 | 0.0242 | 0.1094 | 0.1132 | 30 | 0.0870 | 0.0623 | 0.0762 | 0.0788 | 0.0020 | 0.0024 | 0.0898 | 0.0044 | 0.0886 | 0.0640 | 0.0848 | 0.0302 | 0.1658 | 0.1704 | 50 | 0.1446 | 0.0788 | 0.1244 | 0.1248 | 0.0040 | 0.0003 | 0.1745 | 0.0013 | 0.2449 | 0.0664 | 0.1616 | 0.0529 | 0.2935 | 0.2998 | 80 | 0.2500 | 0.1342 | 0.1983 | 0.2026 | 0.0132 | 0.0002 | 0.3945 | 0.0016 | 0.5049 | 0.1003 | 0.3255 | 0.1437 | 0.5025 | 0.4985 | 100 | 0.3303 | 0.1598 | 0.2635 | 0.2802 | 0.0518 | 0.0000 | 0.5557 | 0.0022 | 0.6622 | 0.1568 | 0.4702 | 0.2245 | 0.6035 | 0.6246 |
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