Statistics and Computing

, Volume 2, Issue 3, pp 137–141 | Cite as

Computing asymptotic p-values for EDF tests

  • R. Lockhart
  • T. Swartz


In this paper the problem of computingp-values for the asymptotic distribution of certain goodness-of-fit test statistics based on the empirical distribution is approached via quadrature. Through examples it is shown that this approach can lead to considerable time savings over the standard practice of discretizing the underlying eigenvalue problem.


Cramer-von Mises statistics quadrature, goodness-of-fit 


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Copyright information

© Chapman & Hall 1992

Authors and Affiliations

  • R. Lockhart
    • 1
  • T. Swartz
    • 1
  1. 1.Department of Mathematics and StatisticsSimon Fraser UniversityBurnabyCanada

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