Powerful goodness-of-fit tests based on the likelihood ratio |
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| Authors: | Jin Zhang |
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| Affiliation: | University of Manitoba, Winnipeg, Canada |
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| Abstract: | ![]()
Summary. A new approach of parameterization is proposed to construct a general goodness-of-fit test. It can not only generate traditional tests (including the Kolmogorov–Smirnov, Cramér–von Mises and Anderson–Darling tests) but also produce new types of omnibus tests, which are generally much more powerful than the old ones. |
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| Keywords: | Anderson–Darling test Cramér–von Mises test Goodness of fit Kolmogorov–Smirnov test Likelihood ratio Power comparison |
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