Abstract: For the power study of empirical distribution function tests, the Generalized Pareto distribution is considered. Four empirical distribution function tests i.e., Kolmogorov Smirnov, Cramer Von Mises, Anderson Darling and Modified Anderson Darling tests are compared for Generalized Pareto distribution. In the study four symmetrical and four skewed distributions are used as an alternative. The power comparisons are made using Monte Carlo methods at 5% and 10% significance levels for various sample sizes.