Related papers: On two simple tests for normality with high power
An empirical power comparison is made between two tests based on the empirical characteristic function and some of the best performing tests for normality. A simple normality test based on the empirical characteristic function calculated in…
The normal distribution has the unique property that the cumulant generating function has only two terms, namely those involving the mean and the variance. This property is used to construct a simple by using the log of the modulus of the…
A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…
Extensive literature exists on how to test for normality, especially for identically and independently distributed (i.i.d) processes. The case of dependent samples has also been addressed, but only for scalar random processes. For this…
Testing for white noise is a classical yet important problem in statistics, especially for diagnostic checks in time series modeling and linear regression. For high-dimensional time series in the sense that the dimension $p$ is large in…
In this paper, we propose a novel approach to test the equality of high-dimensional mean vectors of several populations via the weighted $L_2$-norm. We establish the asymptotic normality of the test statistics under the null hypothesis. We…
We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…
For analysis of a high-dimensional dataset, a common approach is to test a null hypothesis of statistical independence on all variable pairs using a non-parametric measure of dependence. However, because this approach attempts to identify…
Many measures of peakedness, heavy-tailedness and kurtosis have been proposed in the literature, mainly because kurtosis, as originally defined, is a complex combination of the other two concepts. Insight into all three concepts can be…
Hypothesis testing is a statistical inference approach used to determine whether data supports a specific hypothesis. An important type is the two-sample test, which evaluates whether two sets of data points are from identical…
We propose a new skewness test statistic for normality based on the Pearson measure of skewness. We obtain asymptotic first four moments of the null distribution for this statistic by using a computer algebra system and its normalizing…
Distributions of strictly positive numbers are common and can be characterized by standard statistical measures such as mean, standard deviation, and skewness. We demonstrate that for these distributions the skewness $D_3$ is bounded from…
The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…
This paper proposes two estimators of the joint entropy of the Type-II censored data. Consistency of both estimators is proved. Simulation results show that the second one shows less bias and root of mean square error (RMSE) than leading…
The recurrence rate and determinism are two of the basic complexity measures studied in the recurrence quantification analysis. In this paper, the recurrence rate and determinism are expressed in terms of the correlation sums, and strong…
Robustness of any statistics depends upon the number of assumptions it makes about the measured data. We point out the advantages of median statistics using toy numerical experiments and demonstrate its robustness, when the number of…
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…
In the context of functional data analysis, we propose new two sample tests for homogeneity. Based on some well-known depth measures, we construct four different statistics in order to measure distance between the two samples. A simulation…
Co-citation measurements can reveal the extent to which a concept representing a novel combination of existing ideas evolves towards a specialty. The strength of co-citation is represented by its frequency, which accumulates over time. Of…
Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…