Powerful goodness‐of‐fit tests based on the likelihood ratio
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.
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