A new procedure for testing normality based on the L2 Wasserstein distance
A new procedure for testing normality based on the L2 Wasserstein distance
复制标题
基于 L2 Wasserstein 距离的正态性测试新程序
DOI：
10.1007/s11424-013-1221-7
复制
发表时间：
2013-04
影响因子：
2.1
通讯作者：
Zhao Jianxin
中科院分区：
文献类型：
--
作者：
He Daojiang;Xu Xingzhong;Zhao Jianxin
本文提出了一种基于L2 Wasserstein距离的正态性拟合优度检验方法。作者首先通过Bootstrap重采样构造一个概率。虽然在零假设下，概率在（0,1）区间上的分布不均匀，但它的分布不受未知参数的影响，这表明这样的概率可以作为检验统计量。从功率的模拟研究中可以看出，新的检验能够更好地区分正态分布和短尾分布。对于这些替代方案，它比现有的测试有更好的能力，包括安德森-达林测试和夏皮罗-威尔克测试，这是两个最好的常态性测试。此外，还研究了试验在适度扰动下的灵敏度分析，表明新试验具有较强的鲁棒性。
This paper proposes a new goodness-of-fit test for normality based on the L2 Wasserstein distance. The authors first construct a probability through the Bootstrap resampling. Although the probability is not distributed uniformly on the interval (0, 1) under the null hypothesis, it is shown that its distribution is free from the unknown parameters, which indicates that such a probability can be taken as the test statistic. It emerges from the simulation study of power that the new test is able to better discriminate between the normal distribution and those distributions with short tails. For such alternatives, it has a substantially better power than existing tests including the Anderson-Darling test and Shapiro-Wilk test, which are two of the best tests for normality. In addition, the sensitivity analysis of tests is also investigated in the presence of moderate perturbation, which shows that the new test is a rather robust test.
登录
查看更多内容
影响因子：
1.8
作者：
H. Cramér
通讯作者：
H. Cramér
影响因子：
2.7
作者：
SHAPIRO, SS;WILK, MB
通讯作者：
WILK, MB
影响因子：
2.7
作者：
GEARY, RC
通讯作者：
GEARY, RC
DOI：
10.1201/9780203910894
发表时间：
2002-01
期刊：
--
影响因子：
--
作者：
H. Thode
通讯作者：
H. Thode
影响因子：
4.5
作者：
E. Barrio;J. A. Cuesta-Albertos;C. Matrán;J. Rodríguez-Rodríguez-J.-Rodríguez-Rodríguez-1454989553
通讯作者：
E. Barrio;J. A. Cuesta-Albertos;C. Matrán;J. Rodríguez-Rodríguez-J.-Rodríguez-Rodríguez-1454989553