New method outperforms traditional tests in judging distribution fit.
A new method using order statistics can help determine how well a distribution fits data. The test statistic based on quantiles of order statistics is better than other common tests like Kolmogorov-Smirnov and Anderson-Darling. Through simulation experiments, it was found that this new test statistic is more powerful for certain hypothesis tests. To calculate this test statistic, a computer algebra system is needed to compute exact distributions of order statistics.