On some goodness of fit tests fornormality based on the optimal transport distance

Bibliographic description

punktacja MNiSW [2018 B]: 11

title:	On some goodness of fit tests fornormality based on the optimal transport distance
author:	Mazur Marcin , Kościelniak Piotr
journal title:	Schedae Informaticae
volume:	27
date of publication :	2018
pages:	59-68
ISSN:	1732-3916
eISSN:	2083-8476
DOI:	10.4467/20838476SI.18.005.10410
language:	English
journal language:	English
abstract in English:	We apply the optimal transport distance to construct two goodness of fit tests for (univariate) normality. The derived statistics are then compared with those used by the Shapiro-Wilk, the Anderson-Darling and the Cramer-von Mises tests. In particular, we preform Monte Carlo experiments, involving computations of the test power against some selected alternatives and wide range of sample sizes, which show efficiency of the obtained test procedures.
keywords in Polish:	goodness of fit test (for normality), optimal transport distance, Wasserstein distance, autoencoder-based generative model
affiliation:	Wydział Matematyki i Informatyki : Instytut Matematyki, Wydział Matematyki i Informatyki : Instytut Informatyki Analitycznej
type:	journal article
subtype:	academic paper