Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization
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We consider two scale-free tests of normality based on the characterization of the symmetric normal law by Ahsanullah et al. (Normal and student’s t-distributions and their applications, Springer, Berlin, 2014). Both tests have an U-empirical structure, but the first one is of integral type, while the second one is of Kolmogorov type. We discuss the limiting behavior of the test statistics and calculate their local exact Bahadur efficiency for location, skew and contamination alternatives.
KeywordsTesting of normality U-statistics Bahadur efficiency Kolmogorov test
Mathematics Subject Classification62G10 62G20
The author is thankful to the Editor, to the associate editor and two referees for careful reading of the manuscript, and some important remarks.
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Conflict of interest
The author declares that there is no conflict of interests.
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