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Biometrika 1970 57(3):605-611; doi:10.1093/biomet/57.3.605
© 1970 by Biometrika Trust
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An approach to testing the goodness of fit of incompletely specified distributions

R. SRINIVASAN

Temple University Philadelphia

A general method is developed for testing the goodness of fit of a continuous distribution against unspecified alternatives when the null hypothesis specifies only the functional form of the distribution and leaves some or all of its parameters unspecified. The exponential and normal distributions are treated in detail. For these distributions tables of percentile points of the test statistics are provided. Power comparisons of our tests with those developed by Lilliefors are also given. All the numerical results involved are derived using Monte Carlo methods.


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