EDF (Empirical Distribution Function) Statistics for Goodness-of-Fit. Part 2. Power Studies. Part 3. Miscellaneous Complements.
STANFORD UNIV CALIF DEPT OF STATISTICS
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The paper deals with EDF statistics, a class of goodness-of-fit statistics. They are based on a comparison of Fx with the empirical distribution function F sub nx. Recent work has now made it possible to use these statistics very easily when Fx is continuous and completely specified and also for two very important practical situations - when the distribution tested is normal, or exponential, with parameters to be estimated. Power studies suggest they should be brought into wider use. In the report, the author discusses power comparisons and related topics. Author
- Statistics and Probability