The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples

摘要

An empirical power comparison is made between two tests based on theempirical characteristic function and some of the best performing tests fornormality. A simple normality test based on the empirical characteristicfunction calculated in a single point is shown to outperform the morecomplicated Epps-Pulley test and the frequentist tests included in the study inlarge samples.