Sugiyanto, Sugiyanto and Etik, Zukhronah (2014) SELECTION OF THE BEST UNIVARIATE NORMALITY TEST ON THE CATEGORY OF MOMENTS USING MONTE CARLO SIMULATION. Proceeding of International Conference On Research, Implementation And Education Of Mathematics And Sciences 2014. (Submitted)
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Abstract
There are three univariate normality tests on the category of moment that are Geary, D’Agostino Pearson and lagrange multiplier tests. In this research, we compared them to determine which test has the highest sensitivity in the concluding test normality of the data. For the sample size n less than or equals to 30, the three tests can not be used to check for normality, whereas for sample size between 30 and 85, Geary’s test was the best tests to check normality and for sample size more than or equals to 85, the three tests were can be used to check for normality. However, for samples that have a uniform distribution, the three tests were good to check normality when the sample size more than or equals to 130.
| Item Type: | Article |
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| Uncontrolled Keywords: | normality test, moments category, Geary, D’Agostino Pearson and lagrange multiplier tests |
| Subjects: | Prosiding > ICRIEMS 2014 > MATHEMATICS & MATHEMATICS EDUCATION |
| Divisions: | Fakultas Matematika dan Ilmu Pengetahuan Alam (FMIPA) > Pendidikan Matematika > Matematika |
| Depositing User: | Eprints |
| Date Deposited: | 07 Nov 2014 04:28 |
| Last Modified: | 07 Nov 2014 04:28 |
| URI: | http://eprints.uny.ac.id/id/eprint/11501 |
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