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Heuristic Approximation to Cramér-von Mises Type Statistics

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Abstract

We derive a formal expansion for a distribution in terms of another distribution. As a particular case we get the formal Edgeworth expansion. The heuristic procedure that we present is used to obtain approximations for distribution functions of the Cramér-von Mises and Watson goodness-of-fit statistics. Finally we compare our results with some obtained in the literature.

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Authors and Affiliations

  1. Departamento de Estadística e Investigación Operativa, Universidad de Cádiz, Polígono Río San Pedro, 11510, Puerto Real (Cádiz), Spain

    Antonia Castaño-Martínez

  2. Departamento de Estadística e Investigación Operativa, Universidad de Sevilla, Tarfia, s/n, 41012, Sevilla, Spain

    Fernando López-Blázquez

Authors
  1. Antonia Castaño-Martínez
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  2. Fernando López-Blázquez
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Correspondence to Antonia Castaño-Martínez.

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Castaño-Martínez, A., López-Blázquez, F. Heuristic Approximation to Cramér-von Mises Type Statistics. Metrika 64, 131–138 (2006). https://doi.org/10.1007/s00184-006-0039-x

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  • DOI: https://doi.org/10.1007/s00184-006-0039-x

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