Timeline for How to calculate power of different normality tests such as Shapiro-Wilk, Ryan test etc
Current License: CC BY-SA 3.0
14 events
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| Aug 10, 2018 at 7:53 | comment | added | MInner | ... for this sample size as underlying distributions become further in terms of some statistical distance like JSD or KS. Similarly to they way ROC curves are compared by their AUC values for different values of n. That would make more sense to me - we estimate how sensitive is the test to small and large differences in distribution CDFs. Does anyone do that? Thank you! | |
| Aug 10, 2018 at 7:51 | comment | added | MInner | @Glen_b Thank you for a great answer! As far as I understood, in all surveys that evaluate statistical power of normality tests, authors use some predefined set of alternative distributions to test against. I belive similar thing happens with nonparametric test, such as KS test - people define parametric families they are interested in and then test against very distinct distributions from them. I wonder why people not consider for each sample size n an integral of function error2(statistical distance) - dependency between type 2 error (not rejecting wrong null hyposesis) for this sample size | |
| Jan 7, 2014 at 7:34 | comment | added | Glen_b |
@gung (ctd)... The densities and arrows I had planned to do via passing dgamma results to polygon and calling arrows to point to them... but time was short, so I cheated and just generated some densities, resized them and pasted them in, via Paint. If I needed to do it again, I'd use polygon and arrows though. (Oh, I should have mentioned, the linear interpolation was via approx)
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| Jan 7, 2014 at 7:32 | comment | added | Glen_b | @gung Well, plotting the points is simple. The curve came from transforming both variables to achieve near-linearity and fitting a cubic spline but upon realizing I was doing more than required, I simply linearly interpolated the fitted values and transformed back. I could have just interpolated the observed values and you wouldn't see any difference (indeed that's what I implied I did in my answer). ...(ctd) | |
| Jan 7, 2014 at 5:03 | comment | added | gung - Reinstate Monica | +1, this is awesome. (I was going to do +6, but maybe the fact that the question is closed prevents that.) How did you make the top figure? | |
| Jan 2, 2014 at 2:23 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Jan 1, 2014 at 8:50 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Jan 1, 2014 at 6:11 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Jan 1, 2014 at 5:26 | history | edited | Glen_b | CC BY-SA 3.0 |
Added little gamma densities
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| Jan 1, 2014 at 4:54 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Jan 1, 2014 at 4:23 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Jan 1, 2014 at 0:19 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Jan 1, 2014 at 0:03 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Dec 31, 2013 at 23:45 | history | answered | Glen_b | CC BY-SA 3.0 |