The Distribution of the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling Test Statistics for Exponential Populations with Estimated Parameters

摘要

This article presents a derivation of the distribution of the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling test statistics in the case of exponential sampling when the parameters are unknown and estimated from sample data for small sample sizes via maximum likelihood.