Log-normal approximation for the Wasserstein normality-test statistic
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, and define the reduced sample vector as
Let be the reference vector used in the Shapiro–Wilk statistic, and let denote their squared Wasserstein distance. Log-normal approximation conjecture. If the are normally distributed and is sufficiently large, the distribution of can be approximated by a log-normal distribution . The conjecture is intended to provide a decision threshold for a Wasserstein-based test of normality; the source gives no evidence resolving the approximation.
Sources & referencesView supporting material
Primary source
Johann Clément-Cottuz, Maxime Bérar and Gilles Gasso, “Two-sample test with Wasserstein distance on Gaussian samples based on a log-normal approximation”, arXiv:2606.25521 (2026).
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