An omnibus test for normality for small samples
David J. Spiegelhalter · Biometrika · 1980
An extension of the test statistic of Spiegelhalter (1977) is investigated. The Bayesian background to the test is discussed, and numerical examples display the adaptive nature of the statistic. A small simulation study indicates good power properties against all alternatives for n = 20, and symmetric alternatives for n = 50.