Extended Abstract. Suppose n i.i.d. observations, X1, …, Xn, are available from the unknown distribution F(.), goodness-of-fit tests refer to tests such as
H0 : F(x) = F0(x) against H1 : F(x) $neq$ F0(x).
Some nonparametric tests such as the Kolmogorov--Smirnov test, the Cramer-Von Mises test, the Anderson-Darling test and the Watson test have been suggested by comparing empirical ...