Some Powerful Simple and Composite Goodness of Fit Test Based on UIT and related Bahadur Efficiency

Abstract

In this paper, we have established powerful Goodness of Fit Tests for the basic situation in which the Hypothesized Distribution is known. A new approach of Parameterization is proposed which is a useful approach to construct a Goodness of Fit Test based on Parametric approaches. Various Goodness of Fit Test procedures have been used in literature. We consider the Union-Intersection approach to make some powerful tests to Goodness of Fit Test problem. We simulate the percentage points of introduced statistics. Also, we study the Bahadur Efficiency of the proposed test.