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A weighted cramer-von mises statistic derived from a decomposition of the anderson-darling statistic
Authors:Juan C Rodríguez  Aldo J Viollaz
Institution:Fac. de Ciencias Economicas y de Administracion , Universidad Nacional de Catamarca , Catamarca, 4700, Argentina
Abstract:Two goodness of fit statistics with asymmetric weight function are derived from a decomposition of the Anderson-Darling statistic, For each one, the asymptotic null distribution is found for a simple null hypothesis and some upper percentties are calculated. The asymptotic power of the tests are obtained for some contiguous alternatives around a normal null hypothesis. The tests allow the user to choose to which tail to give more weight and it is intended to be used for that purpose. Therefore it should be not considered as a competitor of the classical goodness of fit tests.
Keywords:goodness of fit  Anderson-Darling test  asymmetric weight function
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