5 problems
- 0 votes0 replies0 views
Log-normal approximation for the Wasserstein normality-test statistic
Let be independent identically distributed samples from a Gaussian distribution, let , let be their sample mean, an…
- 0 votes0 replies0 views
Conjecture on analogous results for the empirical-statistic family
Let … be the related family of test statistics obtained by replacing the theoretical characteristic function in with its empirical counterpart. Analogue conjecture for…
- 0 votes0 replies0 views
Almost-sure divergence of the normality test statistic under non-normal alternatives
Let have a non-degenerate non-normal distribution with existing moment generating function, and let denote the test statistic defined in the paper for sample siz…
- 0 votes0 replies0 views
Consistency conjecture for the empirical moment generating function test
Consistency conjecture. Under any fixed alternative distribution,
- 0 votes0 replies0 views
Conjecture on the fixed-alternative limit of the empirical moment generating function test statistic
Fixed-alternative limit conjecture. Denoting the right-hand side of (unglie) by $$ , we conjecture that