Min-max approach for comparison of univariate normality tests.

ABSTRACT: Comparison of normality tests based on absolute or average powers are bound to give ambiguous results, since these statistics critically depend upon the alternative distribution which cannot be specified. A test which is optimal against a certain type of alternatives may perform poorly against other alternative distributions. Thus, an invariant benchmark is proposed in the recent normality literature by computing Neyman-Pearson tests against each alternative distribution. However, the computational cost of this benchmark is significantly high, therefore, this study proposes an alternative approach for computing the benchmark. The proposed min-max approach reduces the calculation cost in terms of computing and estimating the Neyman-Pearson tests against each alternative distribution. An ext

SUBMITTER: Islam TU 

PROVIDER: S-EPMC8336887 | biostudies-literature | 2021

REPOSITORIES: biostudies-literature