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An empirical power comparison is made between two tests based on theempirical characteristic function and some of the best performing tests fornormality. A simple normality test based on the empirical characteristicfunction calculated in a single point is shown to outperform the morecomplicated Epps-Pulley test and the frequentist tests included in the study inlarge samples.

The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples