If I want to invent my own hypothesis testing method, where should I get started ?

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Rainer Duesing

What is wrong with the available methods? What kind of hypotheses do you want to test? What is the purpose? What exactly do you want to improve?

Hao Wang

I want to invent hypothesis test to test whether a distribution is a type of specific distribution.

So you basically mean the class of goodness-of-fit tests?

What is wrong with the available methods?

What exactly do you want to improve?

I don't think there is existing method for my particular distribution. That's the major reason.

How should anyone tell you, where you should start, if you do not tell us, where you are and what the problem is??? Maybe you should elaborate more, if you wanr any useful feedback.