Skewness-Kurtosis Controlled Higher Order Equivalent Decisions
Wolf‐Dieter Richter · The Open Statistics & Probability Journal · 2016
We define equivalence of asymptotic Gaussian expectation tests when error probabilities of first kind are approaching zero at the same restricted speed for both tests and if the same holds true for the error probabilities of second type which are measured at a moderate locally chosen alternative. To ensure such equivalence, the influence of skewness and kurtosis parameters is studied.