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EDF Statistics for Goodness of Fit and Some Comparisons

M. A. Stephens
Journal of the American Statistical Association
Vol. 69, No. 347 (Sep., 1974), pp. 730-737
DOI: 10.2307/2286009
Stable URL: http://www.jstor.org/stable/2286009
Page Count: 8
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EDF Statistics for Goodness of Fit and Some Comparisons
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Abstract

This article offers a practical guide to goodness-of-fit tests using statistics based on the empirical distribution function (EDF). Five of the leading statistics are examined--those often labelled D, W2, V, U2, A2--and three important situations: where the hypothesized distribution F(x) is completely specified and where F(x) represents the normal or exponential distribution with one or more parameters to be estimated from the data. EDF statistics are easily calculated, and the tests require only one line of significance points for each situation. They are also shown to be competitive in terms of power.

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