A cramer - von mises type goodness of fit test with asymmetric weight function

A goodness of fit test of the Cramer - von Mises type, which gives more weight to the upper (or to the lower) tail of the distribution, is proposed and studied. It is found the orthogonal representation of the test for the case of a simple null hypothesis. The characteristic function of the asymptotic null distribution is found and inverted to get percentage points. The asymptotic power of the test is obtained for the normal null hypothesis, against mean and variance shifts and more asymmetric alternatives.

Also the case of the exponential null hypothesis is studied. It is found that the test, which emphasizes the upper tail, has more power than those of Anderson - Darling and Cramer - von Mises, against alternatives which differ from the null hypothesis mainly in the upper tail, and less power when the main difference is in the lower tail of the distribution.