A methodology is proposed to compare the power of normality tests with a wide variety of alternative unimodal distributions. It is based on the representation of a distribution mosaic in which kurtosis varies vertically and skewness horizontally . The mosaic includes distributions such as exponential , Laplace or uniform, with normal occupying the center. S imulation is used to determine the probability of a sample from each distribution in the mosaic being accepted as normal . We demonst rate our proposal by applying it to the analysis and comparison of some of the most well - known tests

Peer Reviewed