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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive

Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2022 Issue 2, Pages 45–59 (Mi vtpmk636)

Theory of Probability and Mathematical Statistics

Ranking of normality tests

A. A. Skrynnikov

State Research Institute of Aviation Systems, Moscow

Abstract: 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.

UDC: 519.226

MSC: 62G10

Received: 06.05.2022
Revised: 26.05.2022

DOI: 10.26456/vtpmk636



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© Steklov Math. Inst. of RAS, 2024