Cramér–von Mises criterion
= Cramér–von Mises criterion
{c}
{title2=$n\int(F_n-F_0)^2dF_0$}
{wiki}
This goodness-of-fit criterion integrates the squared difference between the <empirical distribution function> and a specified continuous null distribution. Under a fully specified null, the <probability integral transform> makes its law distribution-free; its limiting law is $\int_0^1B^0(u)^2du$ for a <Brownian bridge>. Parameter fitting changes that calibration.