New method boosts power of goodness-of-fit tests for normal distributions!
The Kolmogorov-Smirnov test has been improved by introducing a new parameter called delta, which enhances its power without affecting its accuracy. This new approach is particularly useful for testing the goodness of fit for normal and exponential distributions with estimated parameters. The simulation results show that the test's size remains consistent on the unit interval, while its power can increase by up to ten percentage points.