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Power of A Class of Goodness-of-Fit Tests I
Published online by Cambridge University Press: 21 July 2009
Abstract
Consider testing whether F = F0 for a continuous cdf on R = (-∞,∞) and for a random sample X1,..., Xn from F. We derive expansions of the associated asymptotic power based on the Cramer-von Mises, Kolmogorov-Smirnov and Kuiper statistics. We provide numerical illustrations using a double-exponential example with a shifted alternative.
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- © EDP Sciences, SMAI, 2009
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