The purpose of this paper is to discuss how numerous tests that are available in statistical literature to assess normality of a given set of observations perform in normal and near-normal situations. Not all these tests are suitable for all situations but each test has an exclusive area of application.
These tests are assessed for their power at varying degrees of skewness, kurtosis and sample size on the basis of simulated experiments.
It is observed that almost all these tests are indifferent for smaller values of skewness and kurtosis. Further, the power of accepting normality reduces with increasing sample size.
The article gives guidelines to researchers to apply normality assessing tests in different situations.
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