Abstract:
Two variants of Kolmogorov-type $U$-empirical tests of normality are studied. They are based on the variants of famous Polya's characterization of the normal law. We calculate their local Bahadur efficiency against location, skew and Lehmann alternatives and find that the integral tests are usually more efficient.
Key words and phrases:Polyn's characterization, test of normality, Bahadur efficiency, location alternative.