Kolmogorov Tests of Normality Based on Some Variants of Polya’s Characterization


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Abstract

Two variants of Kolmogorov-type U-empirical tests of normality are studied. They are based on variants of famous Polya’s characterization of the normal law. We calculate their local Bahadur efficiency against location, skew, and Lehmann alternatives and conclude that integral tests are usually more efficient.

About the authors

V. V. Litvinova

St. Petersburg State University of Communication, National Research University Higher School of Economics

Author for correspondence.
Email: vikulenka@gmail.com
Russian Federation, St. Petersburg

Ya. Yu. Nikitin

St. Petersburg State University

Email: vikulenka@gmail.com
Russian Federation, St. Petersburg


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