Equivalence between Mallows and Girone–Cifarelli tests
Equivalence entre les tets de Mallows et Girone-Cifarelli
Résumé
In this article, it is shown that the Mallows goodness-of-fit test is equivalent to the Girone–
Cifarelli test. Models for which the Mallows and Girone–Cifarelli are more powerful than
the Kolmogorov–Smirnov test (commonly used) are described in Friedrich and Trede
(1996) and Borroni and Chiodini (2013) respectively. Our hope is that this paper will help
promote the use of these appealing tests based on the L1 distance. Particularly the use of
the Girone–Cifarelli test which is computationally more efficient than the Mallows test.