New test outperforms Kolmogorov-Smirnov in analyzing distribution fit.
A new version of the Girone--Cifarelli test has been developed to tackle the goodness-of-fit problem, outperforming the Kolmogorov--Smirnov test in terms of power. By re-defining the test-statistic and choosing the integrating function wisely, the Girone--Cifarelli test shows promising sample properties. Critical values are obtained through simulation, and the accuracy of the asymptotic null distribution is discussed. A simulation study comparing the new test with traditional ones reveals that the Girone--Cifarelli test excels in certain situations, particularly when compared to the Kolmogorov--Smirnov test.