Correlation Coefficient Goodness-of-Fit Test for the Extreme-Value Distribution
作者:
Robert Kinnison,
期刊:
The American Statistician
(Taylor Available online 1989)
卷期:
Volume 43,
issue 2
页码: 98-100
ISSN:0003-1305
年代: 1989
DOI:10.1080/00031305.1989.10475627
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
An important part of exploratory data analysis is to determine if the data at hand reasonably satisfy the assumptions underlying the statistical test to be performed. Parametric tests include assumptions about the distribution of the data, which are explored using goodness-of-fit tests. One of the easiest goodness-of-fit tests to use is the “correlation coefficient test.” This test requires special tables that are currently readily available only for testing for fit to the Normal distribution. This article presents tables for the Type 1 (Gumbel) extreme-value distribution.
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