χ2-Type Goodness of Fit Test Based on Transformed Empirical Processes for Location and Scale Families
Abstract A χ 2-type goodness of fit test for a location and scale family is presented. The test uses the Transformed Empirical Processes introduced by A. Cabaña and E.M. Cabaña and is based in a particular expansion on the L 2 space of the null hypothesis standard distribution. It is implemented in a particular contiguous case, and compared with a classical χ 2-type test, obtaining an improvement.