🌙

正态与柯西分布的最强不变检验及其在稳定分布备择假设中的应用

The Most Powerful Invariant Test of Normal Versus Cauchy with Applications to Stable Alternatives

Journal of the American Statistical Association · 1981
被引 7
ABS 4

中文导读

推导了区分正态分布与柯西分布的最强尺度和位置不变检验,模拟表明在检验正态性对抗对称稳定分布时,它比五种已有检验更接近一致最有效。

Abstract

Abstract This paper gives a derivation of the most powerful scale and location invariant test of normal versus Cauchy. A simulation study of this test shows that in testing normality versus symmetric stable alternatives it comes closer to being uniformly more powerful than any of five tests previously studied.

统计学假设检验正态性检验稳定分布