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Kolmogorov Tests of Normality Based on Some Variants of Polya’s Characterization

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Two variants of Kolmogorov-type U-empirical tests of normality are studied. They are based on variants of famous Polya’s characterization of the normal law. We calculate their local Bahadur efficiency against location, skew, and Lehmann alternatives and conclude that integral tests are usually more efficient.

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Authors and Affiliations

  1. St. Petersburg State University of Communication, National Research University Higher School of Economics, St. Petersburg, Russia

    V. V. Litvinova

  2. St. Petersburg State University, St. Petersburg, Russia

    Ya. Yu. Nikitin

Authors
  1. V. V. Litvinova
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  2. Ya. Yu. Nikitin
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Correspondence to V. V. Litvinova.

Additional information

Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 441, 2015, pp. 263–273.

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Litvinova, V.V., Nikitin, Y.Y. Kolmogorov Tests of Normality Based on Some Variants of Polya’s Characterization. J Math Sci 219, 782–788 (2016). https://doi.org/10.1007/s10958-016-3146-x

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  • DOI: https://doi.org/10.1007/s10958-016-3146-x

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