Pruebas de bondad de ajuste en distribuciones simétricas, ¿qué estadístico utilizar?

Abstract

The use of nonparametric tests is recommended when the data do not meet the assumptions of normality and homoscedasticity. However, the assumptions of normality of the data or the use of goodness of fit tests that are not appropriate for the assessed sample are common aspects. In many cases, this implies the use of statistical tests unadjusted for the real data distribution and, consequently, the establishment of inaccurate conclusions. Therefore, in this paper the detection power of five tests of goodness of fit (Kolmogorov- Smirnov-Lilliefors, Kolmogorov-Smirnov, Shapiro-Wilk, Anderson-Darling and Jarque-Bera) in symmetric distributions is analysed in six sample sizes between 30 and 1000 participants generated by Monte Carlo simulation. Results show a marked conservative tendency as the sample size becomes larger. Regarding sample sizes to detect non-normality: analysing small samples the best results are provided by Kolmogorov-Smirnov-Lilliefors and Anderson-Darling tests, if the sample is medium-sized (200 participants) the Kolmogorov-Smirnov, and when samples are over 500 participants the Shapiro-Wilk test is recommended. In addition, the classic test of Kolmogorov- Smirnov is considered absolutely ineffective regardless the sample size.