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

Christopher S. Withers; Saralees Nadarajah

ESAIM: Probability and Statistics (2009)

- Volume: 13, page 283-300
- ISSN: 1292-8100

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topWithers, Christopher S., and Nadarajah, Saralees. "Power of A Class of Goodness-of-Fit Tests I." ESAIM: Probability and Statistics 13 (2009): 283-300. <http://eudml.org/doc/250631>.

@article{Withers2009,

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.
},

author = {Withers, Christopher S., Nadarajah, Saralees},

journal = {ESAIM: Probability and Statistics},

keywords = {Asymptotic power; Brownian bridge; goodness-of-fit; Pitman efficiency; asymptotic power; pitman efficiency},

language = {eng},

month = {7},

pages = {283-300},

publisher = {EDP Sciences},

title = {Power of A Class of Goodness-of-Fit Tests I},

url = {http://eudml.org/doc/250631},

volume = {13},

year = {2009},

}

TY - JOUR

AU - Withers, Christopher S.

AU - Nadarajah, Saralees

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

JO - ESAIM: Probability and Statistics

DA - 2009/7//

PB - EDP Sciences

VL - 13

SP - 283

EP - 300

AB -
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.

LA - eng

KW - Asymptotic power; Brownian bridge; goodness-of-fit; Pitman efficiency; asymptotic power; pitman efficiency

UR - http://eudml.org/doc/250631

ER -

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