On Some Goodness of Fit Tests for Normality Based on the Optimal Transport Distance
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RIS BIB ENDNOTEOn Some Goodness of Fit Tests for Normality Based on the Optimal Transport Distance
Publication date: 2018
Schedae Informaticae, 2018, Volume 27, pp. 59 - 68
https://doi.org/10.4467/20838476SI.18.005.10410Authors
On Some Goodness of Fit Tests for Normality Based on the Optimal Transport Distance
We apply the optimal transport distance to construct two goodness of fit tests for (univariate) normality. The derived statistics are then compared with those used by the Shapiro-Wilk, the Anderson-Darling and the Cramer-von Mises tests. In particular, we preform Monte Carlo experiments, involving computations of the test power against some selected alternatives and wide range of sample sizes, which show efficiency of the obtained test procedures.
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Information: Schedae Informaticae, 2018, Volume 27, pp. 59 - 68
Article type: Original article
Titles:
On Some Goodness of Fit Tests for Normality Based on the Optimal Transport Distance
On Some Goodness of Fit Tests for Normality Based on the Optimal Transport Distance
Faculty of Mathematics and Computer Science, Jagiellonian University, Krakow, Poland
Faculty of Mathematics and Computer Science, Jagiellonian University, Krakow, Poland
Published at: 2018
Article status: Open
Licence: CC BY-NC-ND
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