K-2 rotated goodness-of-fit for multivariate data

Consider a set of multivariate distributions, $F_1,\dots,F_M$, aiming to explain the same phenomenon. For instance, each $F_m$ may correspond to a different candidate background model for calibration data, or to one of many possible signal models we aim to validate on experimental data. In this article, we show that tests for a wide class of apparently different models $F_{m}$ can be mapped into a single test for a reference distribution $Q$. As a result, valid inference for each $F_m$ can be obtained by simulating \underline{only} the distribution of the test statistic under $Q$. Furthermore, $Q$ can be chosen conveniently simple to substantially reduce the computational time.

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