POWER OF A CLASS OF GOODNESS-OF-FIT TESTS I.

Consider testing whether F = F0 for a continuous cdf on R = (-∞,∞) and for a random sample X1,… , Xn from F. We derive expansions of the associated asymptotic power based on the Cramer-von Mises, Kolmogorov-Smirnov and Kuiper statistics. We provide numerical illustrations using a double-exponential example with a shifted alternative. [ABSTRACT FROM AUTHOR]