Log-normal approximation for the Wasserstein normality-test statistic

Let Y1,,YnY_1,\ldots,Y_n be independent identically distributed samples from a Gaussian distribution, let y=(Y1,,Yn)\mathbf{y}=(Y_1,\ldots,Y_n), let yˉ\bar{\mathbf{y}} be their sample mean, and define the reduced sample vector y~\tilde{\mathbf{y}} as

y~=yyˉi=1n(yiyˉ)2.\tilde{\mathbf{y}}=\frac{\mathbf{y}-\bar{\mathbf{y}}}{\sum_{i=1}^n(y_i-\bar{\mathbf{y}})^2}.

Let a\mathbf{a} be the reference vector used in the Shapiro–Wilk statistic, and let W22(a,y~)\mathrm{W}_2^2(\mathbf{a},\tilde{\mathbf{y}}) denote their squared Wasserstein distance. Log-normal approximation conjecture. If the YiY_i are normally distributed and nn is sufficiently large, the distribution of W22(a,y~)\mathrm{W}_2^2(\mathbf{a},\tilde{\mathbf{y}}) can be approximated by a log-normal distribution LN(μn,τn)\mathcal{LN}(\mu_n,\tau_n). 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).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.