Zhao Jianxin, Xu Xingzhong. Non-unbiasedness of Delta-Corrected Cram\'er-von Mises Test[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(2): 161-171.
Citation: Zhao Jianxin, Xu Xingzhong. Non-unbiasedness of Delta-Corrected Cram\'er-von Mises Test[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(2): 161-171.
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Non-unbiasedness of Delta-Corrected Cram\'er-von Mises Test

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  • Under simple hypothesis, we show that the delta-corrected Cram\'er-von Mises test is non-unbiased for any given level of significance \alpha\in(0,1) and any sample size n.
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