J. R. Green, Youssef A. Hegazy
Abstract
Modified forms of the Kolmogorov-Smirnov, Cramér-von Mises and Anderson-Darling goodness-of-fit tests have been studied for the situation where parameters have to be estimated. Using Monte Carlo power studies, it is shown that some of the new tests effect improvements over other known tests.
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Modified forms of the Kolmogorov-Smirnov, Cramér-von Mises and Anderson-Darling goodness-of-fit tests have been studied for the situation where parameters have to be estimated. Using Monte Carlo power studies, it is shown that some of the new tests effect improvements over other known tests.
Key concepts: Goodness of fit, Monte Carlo method, Anderson–Darling test, Mathematics, Statistics, Econometrics, Kolmogorov–Smirnov test, Statistical hypothesis testing