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- W1999532868 abstract "Familiar distribution-free goodness-of-fit tests like the Kolmogorov–Smirnov test are all biased tests. In this paper, we show how to compute the bias of any distribution-free goodness-of-fit test that corresponds to a distribution-free confidence band for the cumulative distribution function (CDF). The bias of the Kolmogorov–Smirnov test turns out to be smaller than the biases of other distribution-free goodness-of-fit tests. We also develop a method for obtaining unbiased goodness-of-fit tests, which can then be inverted to obtain unbiased confidence bands for the CDF. Interestingly, only a discrete set of levels are available for the unbiased tests. Our power comparisons show that while removing bias improves the power of a test at some alternatives, it does not improve the overall power properties of the test." @default.
- W1999532868 created "2016-06-24" @default.
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- W1999532868 date "2009-10-01" @default.
- W1999532868 modified "2023-10-18" @default.
- W1999532868 title "Unbiased goodness-of-fit tests" @default.
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- W1999532868 doi "https://doi.org/10.1016/j.jspi.2009.04.017" @default.
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