1996
DOI: 10.1111/j.2517-6161.1996.tb02077.x
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The Exact and Asymptotic Distributions of Cramér-Von Mises Statistics

Abstract: SUMMARY It is shown that an asymptotically precise one‐term correction to the asymptotic distribution function of the classical Cramér‐von Mises statistic approximates the exact distribution function remarkably closely for sample sizes as small as 7 or even smaller. This correction can be quickly evaluated, and hence it is suitable for the computation of practically exact p‐values when testing simple goodness of fit. Similar findings hold for Watson's rotationally invariant modification, where a sample size of… Show more

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Cited by 103 publications
(43 citation statements)
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“…Based on the model in (2), the m variables in r are generated from a Beta(θ,1) distribution, and the elements of r in the set (r m−k+1:m ,··· , r m:m ) represent the k largest order statistics from r.…”
Section: Goodness Of Fitmentioning
confidence: 99%
See 1 more Smart Citation
“…Based on the model in (2), the m variables in r are generated from a Beta(θ,1) distribution, and the elements of r in the set (r m−k+1:m ,··· , r m:m ) represent the k largest order statistics from r.…”
Section: Goodness Of Fitmentioning
confidence: 99%
“…We approximated ψby treating θas a known parameter, so the computation of the test statistic is more straightforward (see Chapter 6.3.2 in Kvam and Vidakovic (2008), for example). For players who appeared in six or more MVP lists, Csörgo and Faraway (1996) showed the approximation to the Cramér-von-Mises test statistic…”
Section: Goodness Of Fitmentioning
confidence: 99%
“…This statistic is designed to pick up sustained but modest departures from the zero mean. The distribution of the test statistic is approximated [7] by…”
Section: Test Statisticsmentioning
confidence: 99%
“…These ranges do not contain any absolute information about the significance. The calculation of the significance value p is rather complex [40][41][42] and can be obtained upon request from the authors.…”
Section: Appendix a Rank-order Testsmentioning
confidence: 99%