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Goodness-of-Fit Test for the Normality based on the Generalized Lorenz Curve
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 Title & Authors
Goodness-of-Fit Test for the Normality based on the Generalized Lorenz Curve
Cho, Youngseuk; Lee, Kyeongjun;
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Testing normality is very important because the most common assumption is normality in statistical analysis. We propose a new plot and test statistic to goodness-of-fit test for normality based on the generalized Lorenz curve. We compare the new plot with the Q-Q plot. We also compare the new test statistic with the Kolmogorov-Smirnov (KS), Cramer-von Mises (CVM), Anderson-Darling (AD), Shapiro-Francia (SF), and Shapiro-Wilks (W) test statistic in terms of the power of the test through by Monte Carlo method. As a result, new plot is clearly classified normality and non-normality than Q-Q plot; in addition, the new test statistic is more powerful than the other test statistics for asymmetrical distribution. We check the proposed test statistic and plot using Hodgkin's disease data.
Generalized Lorenz curve;goodness-of-fit;Lorenz curve;normality test;power;
 Cited by
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