摘要：Continuous goodness-of-fit testing is a classical problem in statistics. Despite having low power for detecting deviations at the tail of a distribution, the most popular test is based on the Kolmogorov-Smirnov statistic. While similar variance-weighted statistics such as Anderson-Darling and the Higher Criticism statistic give more weight to tail deviations, as shown in various works, they still mishandle the extreme tails.
