Question: Suppose you hear the claim that a given test, such as the chi-square test for normality, is not very powerful. What exactly does this mean?

Suppose you hear the claim that a given test, such as the chi-square test for normality, is not very powerful. What exactly does this mean? If another test, such as the Lilliefors test, is claimed to be more powerful, how is it better than the less powerful test?

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