Methods Based on the Empirical Distribution Function

  • Olivier Thas
Part of the Springer Series in Statistics book series (SSS)


In this chapter a very wide class of statistical tests based on the empirical distribution function (EDF) is introduced. Among these tests we find some old tests, as the Kolmogorov-Smirnov test, but also in recent years new tests have still been added to this class. A discussion on the EDF and empirical processes has been given in Sections 2.1 and 2.2. Sections 5.1 and 5.2 are devoted to the Kolmogorov-Smirnov and the Cramér-von Mises type tests, respectively. In Section 5.3 we generate the class of EDF tests so that also more recent tests based on the empirical quantile function or the empirical characteristic function fit into the framework. We show that many of these tests are closely related to the class of smooth tests. Practical guidelines are provided in Section 5.6.


Empirical Process Empirical Distribution Function Smooth Test Asymptotic Null Distribution Empirical Characteristic Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  • Olivier Thas
    • 1
  1. 1.Department of Applied Mathematics Biometrics, and Process ControlGhent UniversityGentBelgium

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