Bias of the One-Sample Cramér-Von Mises Test
Rory Thompson · Journal of the American Statistical Association · 1966
There are one-sided as well as two-sided alternatives to any continuous hypothesized cumulative probability function (cpf) F 0 for which the probability of rejection by a test based on a statistic equivalent to Σ(F 0(X (k))—Ekn )2 is less than the size.