Kolmogorov Tests of Normality Based on Some Variants of Polya’s Characterization
- Authors: Litvinova V.V.1, Nikitin Y.Y.2
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Affiliations:
- St. Petersburg State University of Communication, National Research University Higher School of Economics
- St. Petersburg State University
- Issue: Vol 219, No 5 (2016)
- Pages: 782-788
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238690
- DOI: https://doi.org/10.1007/s10958-016-3146-x
- ID: 238690
Cite item
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