The aim of the project is to check the power of normality tests for t-Student distribution data. Two tests were used: Shapiro-Wilk and Jarque-Bera test. I consider data of the length from 5 to 105. I set the degrees of freedom from 1 to 10, because I noticed that with a higher number of degrees of freedom, the test power oscillates so close together that the visible difference between them is blurred. I chose four levels of significance: 0.001, 0.01, 0.05 and 0.1. I set the number of simulations to 1000.
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Testing the power of normality tests for data simulation
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