In this article, we describe a new approach to compare the power of different tests for normality. This approach provides the researcher with a practical tool for evaluating which test at their disposal is the most appropriate for their sampling problem. Using the Johnson systems of distribution, we estimate the power of a test for normality for any mean, variance, skewness, and kurtosis. Using this characterization and an innovative graphical representation, we validate our method by comparing three well-known tests for normality: the Pearson χ 2 test, the Kolmogorov-Smirnov test, and the D'Agostino-Pearson K 2 test. We obtain such comparison for a broad range of skewness, kurtosis, and sample sizes.We demonstrate that the D'Agostino-Pearson test gives greater power than the others against most of the alternative distributions and at most sample sizes. We also find that the Pearson χ 2 test gives greater power than Kolmogorov-Smirnov against most of the alternative distributions for sample sizes between 18 and 330.