Comparison of Normality Tests in Terms of Sample Sizes under Different Skewness and Kurtosis Coefficients

This study aims to compare normality tests in different sample sizes in data with normal distribution under different kurtosis and skewness coefficients obtained simulatively. To this end, firstly, simulative data were produced using the MATLAB program for different skewness/kurtosis coefficients and different sample sizes. The normality analysis of each data type was conducted using the MATLAB program and ten different normality tests; namely, (Kolmogorov Smirnov (KS) Test, KS Stephens Modification, KS Marsaglia, KS Lilliefors Modification, Anderson-Darling Test, Cramer- Von Mises Test, Shapiro-Wilk Test, Shapiro-Francia Test, Jarque-Bera Test, and D’Agostino & Pearson Test). As a result of the…