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Zapiski Nauchnykh Seminarov POMI, 2015, Volume 441, Pages 263–273
(Mi znsl6237)
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This article is cited in 3 scientific papers (total in 3 papers)
Kolmogorov tests of normality based on some variants of Polya's characterization
V. V. Litvinovaab, Ya. Yu. Nikitinc a St. Petersburg State Transport University, St. Petersburg, Russia
b National Research University "Higher School of Economics", St. Petersburg Branch, St. Petersburg, Russia
c St. Petersburg State University, St. Petersburg, Russia
Abstract:
Two variants of Kolmogorov-type $U$-empirical tests of normality are studied. They are based on the variants of famous Polya's characterization of the normal law. We calculate their local Bahadur efficiency against location, skew and Lehmann alternatives and find that the integral tests are usually more efficient.
Key words and phrases:
Polyn's characterization, test of normality, Bahadur efficiency, location alternative.
Received: 02.11.2015
Citation:
V. V. Litvinova, Ya. Yu. Nikitin, “Kolmogorov tests of normality based on some variants of Polya's characterization”, Probability and statistics. Part 22, Zap. Nauchn. Sem. POMI, 441, POMI, St. Petersburg, 2015, 263–273; J. Math. Sci. (N. Y.), 219:5 (2016), 782–788
Linking options:
https://www.mathnet.ru/eng/znsl6237 https://www.mathnet.ru/eng/znsl/v441/p263
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