论文标题
基于Stein的特征，针对正态分布的FIT测试的新优点
A new goodness of fit test for normal distribution based on Stein's characterization
论文作者
论文摘要
在本文中，我们开发了一个简单的非参数检验，用于基于经验零偏置转化和经验分布之间的距离测试正态分布。研究了测试统计数据的渐近特性。通过蒙特卡洛模拟研究评估了拟议测试的有限样品性能。将我们测试的功能与其他几个正态性测试进行了比较。我们使用两个真实数据集说明了测试过程。我们还为标准正态分布开发了折刀经验可能性比测试。
In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied. The finite sample performance of the proposed test is evaluated through a Monte Carlo simulation study. The power of our test is compared with several other tests for normality. We illustrate the test procedure using two real data sets. We also develop a jackknife empirical likelihood ratio test for standard normal distribution.
