Powerful goodness-of-fit tests based on the likelihood ratio
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2002 · Volume 64 · Issue 2
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.
Keywords
Anderson–Darling test, Cramér–von Mises test, Goodness of fit, Kolmogorov–Smirnov test, Likelihood ratio, Power comparison
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