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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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 Abstract
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.
 Keywords
Generalized Lorenz curve;goodness-of-fit;Lorenz curve;normality test;power;
 Language
English
 Cited by
 References
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