Cramér-von Mises tests
Overview
While the Kolmogorov-Smirnov test may be the most
popular of the nonparametric goodness-of-fit tests,
Cramér-von Mises tests have been shown to be more
powerful against a large class of alternatives hypotheses.
The original test was developed by Harald
Cramér and Richard von Mises (Cramér, 1928; von
Mises, 1928) and further adapted by Anderson and
Darling (1952), and Watson (1961). The original test
statistic, W2, Anderson’s A2, and Watson’s U2 are: