“…In this section, we present the numerical performance of the proposed hyperbolic divergence test for distribution testing and compare it with other competing tests such as energy distance (ED; Székely & Rizzo, 2004), maximum mean discrepancy (MMD; Gretton et al, 2012), ball divergence (BD; Pan et al, 2018), and projective ensemble (PE; Li & Zhang, 2020). The projection‐averaging strategy (Kim, Balakrishnan & Wasserman, 2020) was not used here because the power performance of the projection‐averaging test method is equivalent to that of the PE approach but requires more computation (Li & Zhang, 2020). In our simulations, we employed the Gaussian kernel with the median heuristic for the MMD, and set for the proposed method.…”