A note on Srinivasan's goodness-of-fit test

Abstract

Summary It is shown that for testing goodness of fit to the normal and exponontial families, a goodness-of-fit-test proposed by Srinivasan is asymptotically equivalent to a standard test of Kolmogorov-Smirnov type under the null hypothesis and under all nontrivial alternatives. This result appears to be true in general, though no proof is known.