Volume 13, January 2009
|Page(s)||283 - 300|
|Published online||21 July 2009|
Power of A Class of Goodness-of-Fit Tests I
Applied Mathematics Group,
Industrial Research Limited,
Lower Hutt, New Zealand.
2 School of Mathematics, University of Manchester, Manchester M60 1QD, UK; firstname.lastname@example.org
Revised: 24 September 2007
Revised: 25 February 2008
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.
Mathematics Subject Classification: 62F03; 62F05; 62F12
Key words: Asymptotic power / Brownian bridge / goodness-of-fit / Pitman efficiency
© EDP Sciences, SMAI, 2009
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.