Ranking of normality tests
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 2 (2022), pp. 45-59
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The paper proposes a new approach that allows a comparative analysis of the normality tests. Using a series of distributions that consistently converge to the normal law as alternative hypotheses allowed us to introduce an interval scale by which it is possible to determine not only which of the compared criteria is better, but also how much better.
Keywords:
statistical hypotheses, normality tests.
@article{VTPMK_2022_2_a3,
author = {A. A. Skrynnikov},
title = {Ranking of normality tests},
journal = {Vestnik Tverskogo gosudarstvennogo universiteta. Seri\^a Prikladna\^a matematika},
pages = {45--59},
publisher = {mathdoc},
number = {2},
year = {2022},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VTPMK_2022_2_a3/}
}
A. A. Skrynnikov. Ranking of normality tests. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 2 (2022), pp. 45-59. http://geodesic.mathdoc.fr/item/VTPMK_2022_2_a3/