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