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; email@example.com
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