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2008 Apr 26
0
Consistency of m-shapiro.test
...on algorithm of the Shapiro test. I was wondering if the procedure used in the mshapiro.test is published elsewhere. For direct comparison we selected three alternative distributions used in Quiroz and Manzotti (2001): 1) Gaussian mixture-bimodal (GM) - (1=2)N (0; Iq) + (1=2)N (3; Iq), 2) Uniformdistribution on the unit cube [0; 1]q, and 3) distribution having i.i.d. coordinates with the Logistic distribution. We evaluate the power of each statistic(1) energy statistic of Szekely and Rizzo, and 2) Multivariate Shapiro Wilk, on the set of alternatives considered, from sets of 1000 samples with the...