Modified cramer-von mises and anderson-darling tests for weibull distributions with unknown location and scale parameters
DOI10.1080/03610928308828613zbMath0552.62025OpenAlexW2074047698MaRDI QIDQ3345596
John G. Bush, Albert H. Moore, Brian W. Woodruff, Edward J. Dunne
Publication date: 1983
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928308828613
Monte Carlogoodness-of-fit teststables of critical valuesempirical distributionAnderson-Darling testCramér-von Mises testWeibull distributionschi-square testspower comparisonsknown shape parametersinverse shape parameterunknown location and scale
Related Items (3)
Cites Work
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- Goodness-of-fit tests for the two parameter Weibull distribution
- Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
- Goodness of fit for the extreme value distribution
- A Property of Maximum Likelihood Estimators of Location and Scale Parameters
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