S. Csorgo et Jj. Faraway, THE EXACT AND ASYMPTOTIC DISTRIBUTIONS OF CRAMER-VON MISES STATISTICS, Journal of the Royal Statistical Society. Series B: Methodological, 58(1), 1996, pp. 221-234
Citations number
32
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
It is shown that an asymptotically precise one-term correction to the
asymptotic distribution function of the classical Cramer-von Mises sta
tistic approximates the exact distribution function remarkably closely
for sample sizes as small as 7 or even smaller. This correction can b
e quickly evaluated, and hence it is suitable for the computation of p
ractically exact p-values when testing simple goodness of fit. Similar
findings hold for Watson's rotationally invariant modification, where
a sample size of 4 appears to suffice.