Alex Yu wrote:
> Three notes:
>
> 1. Shapiro test is for testing a sample size under 2000. For a large sample
> size which is over 2000, Kolmogorov test should be used instead.
>
>From what I have read, Shapiro-Wilks was originally for sample sizes less than
50 (because that's as high as the table went that was provided with the original
publication.) It has since been expanded to larger sample sizes. However, the
D'Agostino-Pearson Omnibus Test (which combines their earlier tests bases
individually on skewness and kurtosis) is more powerful for larger sample
sizes. Both are uniformly more powerful than Kolmogorov (Ref: Encyclopedia of
Statistics, Norman Johnson & Sam Kotz, eds.)
I agree with Alex's other two points.
Tom Gatliffe, Rocky Flats Environmental Technology Site
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