Critical values of modified Kolmogorov-Smirnov goodness-of-fit tests for the extreme-value and two-parameter Weibull distributions.
نویسندگان
چکیده
منابع مشابه
Modified Kolmogorov-Smirnov Test of Goodness of Fit
A modified version of the Kolmogorov-Smirnov (KS) test is presented as a tool to assess whether a specified, although arbitrary, probability model is unsuitable to describe the underlying distribution of a set of observations. The KS test computes distances between points of the sample cumulative distribution function and the hypothetical one as absolute differences between them, and then consi...
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A test for goodness of fit usually involves examining a random sample from some unknown distribution in order to test the null hypothesis that the unknown distribution function is in fact a known, specified function. The Chi-square test can be applied to any univariate distribution for which you can calculate the cumulative distribution function. The Chi-square test does not have good propertie...
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Copula functions as a model can show the relationship between variables. Appropriate copula function for a specific application is a function that shows the dependency between data in a best way. Goodness of fit tests theoretically are the best way in selection of copula function. Different ways of goodness of fit for copula exist. In this paper we will examine the goodness of fit test...
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A new approach to goodness-of-fit for Pareto distributions is introduced. Based on Euclidean distances between sample elements, the family of statistics and tests is indexed by an exponent in (0,2) on Euclidean distance. The corresponding tests are statistically consistent and have excellent performance when applied to heavy-tailed distributions. The exponent can be tailored to the particular P...
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Methodology extending nonparametric goodness-of-fit tests to discrete null distributions has existed for several decades. However, modern statistical software has generally failed to provide this methodology to users. We offer a revision of R’s ks.test() function and a new cvm.test() function that fill this need in the R language for two of the most popular nonparametric goodness-of-fit tests. ...
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ژورنال
عنوان ژورنال: Journal of the Society of Materials Science, Japan
سال: 1990
ISSN: 1880-7488,0514-5163
DOI: 10.2472/jsms.39.45