| Issue |
ESAIM: PS
Volume 13, January 2009
|
|
|---|---|---|
| Page(s) | 283 - 300 | |
| DOI | https://doi.org/10.1051/ps:2008013 | |
| Published online | 21 July 2009 | |
Power of A Class of Goodness-of-Fit Tests I
1
Applied Mathematics Group,
Industrial Research Limited,
Lower Hutt, New Zealand.
2
School of Mathematics,
University of Manchester,
Manchester M60 1QD, UK; mbbssn@manchester.ac.uk
Received:
11
February
2007
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
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