Tests Based on EDF Statistics

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Abstract
Graphical methods have a wide appeal in deciding if a random sample appears to come from a given distributional form. Some of these methods have already been considered in Chapter 2. In this chapter we consider tests of fit based on the empirical distribution function (EDF). The EDF is a step function, calculated from the sample, which estimates the population distribution function. EDF statistics are measures of the discrepancy between the EDF and a given distribution function, and are used for testing the fit of the sample to the distribution; this may be completely specified (Case 0 below) or may contain parameters which must be estimated from the sample.

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