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A monte carlo method for foutz's goodness-of-fit test
Abstract: We propose a method for approximating the p-value of a goodness-of-fit test developed by Foutz (1980). This approximation is based on a Monte Carlo method and is compared with the normal approximation and Franke and Jayachandran's (1983) approximation. Two examples, including one bivariate case, are given.
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