R help - Jan 2007 - D'Agostino test

Hello,

I'd like to know if the D'Agostino test of normality is reliable,
because somme of our results are not really coherent.
This test seems to be very sensitive. Even compared to a normal
distribution generated by R, the results are not very clear.

thanks for any help
Matthieu.

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Am Montag, 22. Januar 2007 12:33 schrieb Matthieu
Mourroux:
> Hello,
>
> I'd like to know if the D'Agostino test of normality is reliable,
The test is not consistent. The test statistic   
can be used for testing the hypothesis of uniformity.

See the paper  

Baringhaus, L.; Henze, N.
A test for uniformity with unknown limits based on D'Agostino's $D$.
Statist. Probab. Lett. 9 (1990), no. 4, 299--304.

for details.

L. Baringhaus
Leibniz Universitaet Hannover
Institut fuer Mathematische Stochastik