Bahadur Efficiency of EDF Based Normality Tests when Parameters are Estimated
نویسندگان
چکیده
In the present paper, some well-known tests based on empirical distribution functions (EDF) with estimated parameters for testing composite normality hypothesis are revisited, and new results asymptotic properties provided. particular, approximate Bahadur slopes obtained in case of close alternatives EDF-based as well likelihood ratio test. The local efficiencies calculated several alternatives. could serve a benchmark evaluation quality recent future tests.
منابع مشابه
Preliminary Tests of Normality When Comparing Three Independent Samples
This paper uses simulation to explore the performance of a two-stage procedure where a preliminary Shapiro-Wilk test is used to choose between the ANOVA and Kruskal-Wallis tests as a three-sample location test. The results suggest that the two-stage procedure actually seems to be preferable when conducting such location tests.
متن کاملStringency-based ranking of normality tests
Many parametric statistical inferential procedures in finite samples depend crucially on the underlying normal distribution assumption. Dozens of normality tests are available in the literature to test the hypothesis of normality. Availability of such a large number of normality tests has generated a large number of simulation studies to find a best test but no one arrived at a definite answer ...
متن کاملOn Bahadur efficiency of empirical likelihood
This paper studies the Bahadur efficiency of empirical likelihood for testing moment condition models. It is shown that under mild regularity conditions, the empirical likelihood overidentifying restriction test is Bahadur efficient, i.e., its p-value attains the fastest convergence rate under each fixed alternative hypothesis. Analogous results are derived for parameter hypothesis testing and ...
متن کاملOn the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality
It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. The aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (MSN) distribution. We address the problem of multivariate skew-normality goodness-of-fit based on the empirical Laplace tra...
متن کاملTests of fit using spacings statistics with estimated parameters
Let X,, , X, be a sequence of independent and identically distributed random variables with an unknown underlying continuous cumulative distribution function F. Relative to this unknown distribution function suppose one would like to test a null hypothesis concerning the goodness of fit of F to some distribution function using symmetric functions of sample spacings. In some applications the nul...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Sciences
سال: 2023
ISSN: ['1072-3374', '1573-8795']
DOI: https://doi.org/10.1007/s10958-023-06542-7