Power of A Class of Goodness-of-Fit Tests I

Christopher S. Withers, Saralees Nadarajah
2009 E S A I M: Probability & Statistics  
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.
doi:10.1051/ps:2008013 fatcat:oojdit6qb5hhvkst5dd5tv7xou