Journal
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
Volume 64, Issue -, Pages 281-294Publisher
BLACKWELL PUBL LTD
DOI: 10.1111/1467-9868.00337
Keywords
Anderson-Darling test; Cramer-von Mises test; goodness of fit; Kolmogorov-Smirnov test; likelihood ratio; power comparison
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A new approach of parameterization is proposed to construct a general goodness-of-fit test. It can not only generate traditional tests (including the Kolmogorov-Smirnov, Cramer-von Mises and Anderson-Darling tests) but also produce new types of omnibus tests, which are generally much more powerful than the old ones.
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