Relative efficiencies of goodness of fit procedures for assessing univariate normality
type: Item
instance of: scholarly article
title: Relative efficiencies of goodness of fit procedures for assessing univariate normality
zbMATH Open document ID: 0657.62052
DOI: 10.1007/BF02482535
author: James A. Koziol
published in: Annals of the Institute of Statistical Mathematics
publication date: 1986-01-01T00:00:00Z
review text: Efficiency properties of the Cramér-von Mises, Anderson-Darling, Watson, and De Wet-Venter statistics [\textit{T. DeWet} and \textit{J. H. Venter}, South African Stat. J. 6, 135-149 (1972; Zbl 0313.62029)] for assessing normality are investigated. For these statistics, the approximate slopes are determined, and the equivalence of ratios of limiting approximate slopes to limiting Pitman efficiencies is established. From relative efficiency comparisons, the Cramér-von Mises and Watson statistics perform rather poorly; choice between the Anderson- Darling and DeWet-Venter statistics should be made on the basis of anticipated alternatives.
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 4074217
zbMATH Keywords: Bahadur efficiency
zbMATH Keywords: Shapiro-Francia
zbMATH Keywords: Cramér-von Mises
zbMATH Keywords: Anderson- Darling
zbMATH Keywords: De Wet-Venter statistics
zbMATH Keywords: assessing normality
zbMATH Keywords: approximate slopes
zbMATH Keywords: ratios of limiting approximate slopes to limiting Pitman efficiencies
zbMATH Keywords: Watson statistics
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02482535
OpenAlex ID: W1967064485
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description: scientific article; zbMATH DE number 4074217