Ludwig Baringhaus wrote:
Several versions of the D'Agostino Test are implemented in
"fBasics" from Rmetrics beside many other tests for normality
Unlike the Shapiro-Wilk or the Anderson-Darling test, the D'Agostino test is not an omnibus test for testing the
hypothesis of normality. In fact, D'Agostino's D is a suitable test statistic for testing the hypothesis of uniformity. See Baringhaus and Henze (1990). A test for uniformity with unknown limits based on D'Agostino's D. Statist. Probab. Lett. 9, 299-304
So far, my understanding was the following that the D’Agostino(-Pearson) omnibus test
analyzes the data to determine skewness and kurtosis. It then calculates how far each
of these values differs from the value expected with a Gaussian distribution, and
computes a P value from the sum of the squares of these discrepancies. Unlike the
Shapiro-Wilk test, this test is not affected if the data contains identical values.
This kind of test is implemented in several other software packages under the name
"d'Agostino Test".
May be we are talking about different things.
D. Wuertz
PS: Thanks for the reference, I will have a look on it to clarify my understanding.
E.g., see also:
R.B. D'Agostino, "Tests for Normal Distribution" in /Goodness-Of-Fit Techniques/
E. Seier, "Comparisons of Tests for Univariate Normality"
J.D. McCauley, "Goodness of Fit Tests"
UITS, "Testing for Normality"
L. Baringhaus Institut fuer Mathematische Stochastik Universitaet Hannover Welfengarten 1 30167 Hannover
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