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Biometrika 1980 67(2):493-496; doi:10.1093/biomet/67.2.493
© 1980 by Biometrika Trust
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MISCELLANEA

An omnibus test for normality for small samples

D. J. SPIEGELHALTER

Department of Mathematics, University of Nottingham

An extension of the test statistic of Spiegelhalter (1977) is investigated. The Bayesian background to the test is discussed, and numerical examples display the adaptive nature of the statistic. A small simulation study indicates good power properties against all alternatives for n = 20, and symmetric alternatives for n = 50.

Key Words: Bayesian inference • Goodness of fit • Test for normality.


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