You have probably thought of this, but the age old standard is the Chi
Square test.
One thing about empirical distributions is that they may not be one of
the standard forms. This is why the Jackknife method and then later the
Bootstrapping methods were developed. Thus you can extract the
distribution for your data set.
Clay
Chia C Chong wrote:
>
> Hi!
>
> Any idea where can I get good reference about the Cramer-von-Mises
> criterion??
>
> I am trying to test the goodness-of-fit between the some theoretical
> distributions with the emprical distribution om my data.
>
> Any other suggestions on goodness-of-fit tests are welcomed and
> appreciated....
>
> Thanks.
>
> Cheers,
> CCC
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