## Afrika Statistika

### An approximation for the power function of a semi-parametric test of fit

Mohammed Boukili Makhoukhi

#### Abstract

We consider in this paper goodness of fit tests of the null hypothesis that the underlying distribution function of a sample $F(x)$ belongs to a given family of distribution functions $\scr F$. We propose a method for deriving approximate values of the power of a weighted Cramér-von Mises type test of goodness of fit. Our method relies on Karhunen-Loève expansions on $(0,1)$ for the weighted Brownian bridges.

#### Article information

Source
Afr. Stat., Volume 3, Number 1 (2008), 73-82.

Dates
Revised: 10 August 2008
First available in Project Euclid: 26 May 2017

https://projecteuclid.org/euclid.as/1495818314

Digital Object Identifier
doi:10.4314/afst.v3i1.46875

Mathematical Reviews number (MathSciNet)
MR2531122

Zentralblatt MATH identifier
1220.62050

Subjects
Primary: 62G10: Hypothesis testing

#### Citation

Boukili Makhoukhi, Mohammed. An approximation for the power function of a semi-parametric test of fit. Afr. Stat. 3 (2008), no. 1, 73--82. doi:10.4314/afst.v3i1.46875. https://projecteuclid.org/euclid.as/1495818314