On some goodness of fit tests fornormality based on the optimal transport distance
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dc.type
JournalArticle
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dc.description.physical
59-68
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dc.abstract.en
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.
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dc.subject.pl
goodness of fit test (for normality)
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dc.subject.pl
optimal transport distance
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dc.subject.pl
Wasserstein distance
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dc.subject.pl
autoencoder-based generative model
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dc.description.volume
27
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dc.identifier.doi
10.4467/20838476SI.18.005.10410
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dc.identifier.eissn
2083-8476
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dc.title.journal
Schedae Informaticae
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dc.language.container
eng
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dc.affiliation
Wydział Matematyki i Informatyki : Instytut Matematyki
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dc.affiliation
Wydział Matematyki i Informatyki : Instytut Informatyki Analitycznej
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dc.subtype
Article
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dc.rights.original
CC-BY-ND; otwarte czasopismo; ostateczna wersja wydawcy; w momencie opublikowania; 0