Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak
This paper presents the results of developing and evaluating goodness-of-fit tests for the generalized extreme value (GEV). The critical values tables AD test are developed based on the Pearsons chi-squared and the likelihood ratio statistic for GEV distribution is developed through Monte-Carlo simu...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Department of Mathematics, Faculty of Science
2008
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/8690/1/AShabri2008-Pengujian_Statistik_Anderson_Darling_Bagi.pdf http://eprints.utm.my/id/eprint/8690/ http://portal.psz.utm.my/psz/index.php?option=com_content&task=view&id=128&Itemid=305&PHPSESSID=81b664e998055f65b4ccff8f61bf7cb2 |
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| Summary: | This paper presents the results of developing and evaluating goodness-of-fit tests for the generalized extreme value (GEV). The critical values tables AD test are developed based on the Pearsons chi-squared and the likelihood ratio statistic for GEV distribution is developed through Monte-Carlo simulation. The critical values for the statistics are modeled through regression to provide equations to estimate the critical values for any shape parameters distribution. Simulation studies using several
di®erent distributional forms show that the critical values tables AD test based on the likelihood ratio statistic has a larger power than the AD test based on the Pearson chi-squared for testing the GEV distribution. |
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