We derive the exact finite sample distribution of the L1-version of the Fisz-Cramér-von Mises test statistic (L1-FCvM). We first characterize the set of all distinct sample p-p plots for two balanced sampleof size n absent ties. Next, we order this set according to the corresponding value of L1-FCvM. Finally, we link these values to the probabilities that the underlying p-p plots emerge. comparing the finite sample distribution with the (known) limiting distribution shows that the latter can always be used for hypothesis testing: although for finite samples the critical percentiles of the limiting distribution differ from the exact values, this will not lead to differences in the rejection of the underlying hypothesis.
- Sample p-p plot,
- EDF test,
- finite sample distribution,
- limiting distribution
Available at: http://works.bepress.com/hinloopen/9/