Kolmogorov Smirnov Vs Shapiro Wilk. Some statisticians claim the latter is worse due to its lower statistical power. The anderson darling test stephens 1974 is used to test if a sample of data comes from a specific distribution it is a modification of the kolmogorov smirnov k s test and gives more weight to the tails of the distribution than does the k s test.
Power comparisons of these eight tests were obtained via. Kolmogorov smirnov a shapiro wilk. Tests for normality calculate the probability that the sample was.
It was published in 1965 by samuel sanford shapiro and martin wilk.
Statistical tests for normality are more precise since actual probabilities are calculated. I ll run each test 10 000 times on non normal data and count how often each test produces a p value less than 0 05. The k s test is distribution free in the sense that the critical values do. Kolmogorov smirnov a shapiro wilk.
