Statistical Methodology Commons^™

Power Comparison Of Some Goodness-Of-Fit Tests, Tianyi Liu

FIU Electronic Theses and Dissertations

There are some existing commonly used goodness-of-fit tests, such as the Kolmogorov-Smirnov test, the Cramer-Von Mises test, and the Anderson-Darling test. In addition, a new goodness-of-fit test named G test was proposed by Chen and Ye (2009). The purpose of this thesis is to compare the performance of some goodness-of-fit tests by comparing their power.

A goodness-of-fit test is usually used when judging whether or not the underlying population distribution differs from a specific distribution. This research focus on testing whether the underlying population distribution is an exponential distribution.

To conduct statistical simulation, SAS/IML is used in this research. Some …