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Some New Goodness‐Of‐Fit Tests Using Order Statistics

Y. A. S. Hegazy and J. R. Green

Journal of the Royal Statistical Society Series C, 1975, vol. 24, issue 3, 299-308

Abstract: Some new tests of the goodness of fit of the uniform and of the normal distribution (both with unknown parameters) to given data are presented and the distributions of some of them are obtained approximately; also critical values are obtained by simulation. Approximate relationships for the dependence of the critical values of the test criterion upon n, the sample size, are derived, so that n need not be involved in the tabulation. The powers of the tests under certain alternatives are examined. They are found to be among the most powerful tests available for the hypotheses concerned.

Date: 1975
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Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

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