Motivation for this topic comes from a problem in X-ray astronomy. Nonparametric goodness of fit statistics are generally based on the empirical distribution function. The distribution free property of these test statistics do not hold in the multivariate case or when some parameters are estimated. Bootstrap methods to estimate the null distributions in such cases will be presented. The results hold not only in the univariate case but also under the multivariate setting. These ideas are taken a step further to develop resampling methods for inference, when the data is from an unknown distribution which may or may not belong to a specified family of distributions.