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- Stehlik, M., et al.
(författare)
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On robust testing for normality in chemometrics
- 2014
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Ingår i: Chemometrics and Intelligent Laboratory Systems. - : Elsevier BV. - 0169-7439 .- 1873-3239. ; 130, s. 98-108
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Tidskriftsartikel (refereegranskat)abstract
- The assumption that the data has been generated by a normal distribution underlies many statistical methods used in chemometrics. While such methods can be quite robust to small deviations from normality, for instance caused by a small number of outliers, common tests for normality are not and will often needlessly reject normality. It is therefore better to use tests from the little-known class of robust tests for normality. We illustrate the need for robust normality testing in chemometrics with several examples, review a class of robustified omnibus Jarque-Bera tests and propose a new class of robustified directed Lin-Mudholkar tests. The robustness and power of several tests for normality are compared in a large simulation study. The new tests are robust and have high power in comparison with both classic tests and other robust tests. A new graphical method for assessing normality is also introduced.
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