Cramér–von Mises criterion

In statistics the Cramér–von Mises criterion is a criterion used for judging the goodness of fit of a cumulative distribution function (CDF) F ∗ {\displaystyle F^{*}} compared to a given empirical distribution function F n {\displaystyle F_{n}} , or for comparing two empirical distributions. It is also used as a part of other algorithms, such as minimum distance estimation.

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