Abstract
| - U-statistics are used to construct statistics for testing normality against alternatives that have both tails heavy or both tails light. One resulting test statistic is equivalent to D'Agostino's D, and insights on the nature of D are given through the U-statistic approach. A Monte Carlo power study is reported, which includes D, another statistic derived from the U-statistic approach, a statistic suggested by Hogg for use in adaptive inference, the sample kurtosis, and the range divided by the sample standard deviation.
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