On the Half-Sample Method for Goodness-Of-Fit

Summary Two interesting processes, related to the empirical distribution function, have been pointed out by Rao (1972) and by Durbin (1973). The second, in particular, leads to the half-sample method, an elegant and simple technique for dealing with unknown parameters in goodness-of-fit testing, without the necessity of new tables of percentage points for each distribution tested. to those who have spent some effort in producing such tables, it is natural to wonder whether this effort has been in vain. In this paper we show that the answer is no.