statistical power of lillietest

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valerio sperati
valerio sperati 2018-1-24
回答: Anshuman 2024-10-25,6:00
In order to asses normality of data, I run a lillietest on the following two variables A and B:
A B
0.000 0.125
1.500 0.125
2.375 1.125
2.375 0.125
5.625 0.250
4.250 0.000
0.750 0.000
p=0.37 p=0.008
H0=1 H0=0
Responses accept H0 for A and rejects H0 for B.
Given the small size of sample (N=7), how can I check the statistical power of this test? I see there is a function for this, called sampsizepwr . Is it the right function? In positive case, what type of argument 'testtype' should I furnish? 'z' 't' or 'p'? Thanks, Valerio

回答(1 个)

Anshuman
Anshuman 2024-10-25,6:00
Hello,
To check the statistical power of the Lilliefors test, using a function like "sampsizepwr" in MATLAB would not be a good idea as this function is typically used for calculating sample sizes or power for hypothesis tests such as z-tests, t-tests, or proportion tests. It may not be directly applicable to the Lilliefors test for normality.
Here's what you can do:
  • Simulate a large number of datasets from a known distribution (normal and non-normal) with the same sample size (N=7).
  • Run the Lilliefors test on each simulated dataset.
  • Determine the proportion of tests that correctly reject the null hypothesis when the data is non-normal (this gives you the power of the test).
Hope it helps!

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