A Graphical Procedure for Comparing Goodness-Of-Fit Tests
比较拟合优度检验的图形方法
SUMMARY A method for comparing tests of normality using their ‘isotones‘, i.e. contours on the surfaces representing p-values, is proposed. Select a family of distributions labelled by two parameters λ1 and λ2 to represent the null and alternative hypotheses. For each (λ1, λ2) take an ‘ideal sample’ from that distribution, calculate the value of the goodness-of-fit statistic and determine the corresponding P-value under the normality assumption. This generates a surface of…