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A new test for the extreme value distribution

 

作者: Aydin Öztürk,   Serdar Korukogu,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1988)
卷期: Volume 17, issue 4  

页码: 1375-1393

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812730

 

出版商: Marcel Dekker, Inc.

 

关键词: Extreme value distribution;Weibull distribution;W‐test;distributional tests;probability weighted moments

 

数据来源: Taylor

 

摘要:

In this paper a test statistic which is a modification of the W statistic for testing the goodness of fit for the two paremeter extreme value (smallest element) distribution is proposed. The test statistic Is obtained as the ratio of two linear estimates of the scale parameter. It Is shown that the suggested statistic is computationally simple and has good power properties. Percentage points of the statistic are obtained by performing Monte Carlo experiments. An example is given to illustrate the test procedure.

 

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