Power of a class of goodness-of-fit tests I
ESAIM: Probability and Statistics, Tome 13 (2009), pp. 283-300

Consider testing whether F=F 0 for a continuous cdf on R=(-∞,∞) and for a random sample X 1 ,..., X n from F. We derive expansions of the associated asymptotic power based on the Cramer-von Mises, Kolmogorov-Smirnov and Kuiper statistics. We provide numerical illustrations using a double-exponential example with a shifted alternative.

DOI : 10.1051/ps:2008013
Classification : 62F03, 62F05, 62F12
Keywords: asymptotic power, brownian bridge, goodness-of-fit, Pitman efficiency 
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Withers, Christopher S.; Nadarajah, Saralees. Power of a class of goodness-of-fit tests I. ESAIM: Probability and Statistics, Tome 13 (2009), pp. 283-300. doi: 10.1051/ps:2008013

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