A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters

DOI10.1080/00949659908811965zbMath0979.62030OpenAlexW2146568328MaRDI QIDQ4719461

Min Liao, Toshiyuki Shimokawa

Publication date: 18 February 2002

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811965

zbMATH Keywords

Anderson-Darlinggoodness-of-fit testKolmogorov-SmirnovCramer-von Mises2-parameter Weibull distributionstype-I extreme-value distribution

Mathematics Subject Classification ID

Related Items (10)

Simplified Likelihood Based Goodness-of-fit Tests for the Weibull Distribution ⋮ Unnamed Item ⋮ Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study ⋮ A generalized Gumbel distribution and its parameter estimation ⋮ Different EDF goodness-of-fit tests for competing risks models ⋮ Comparison of five test of fit for the extreme value distribution ⋮ A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions ⋮ Generalised smooth tests of goodness of fit ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring

Cites Work

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• On some goodness-of-fit tests for the normal, logistic and extreme-value distributions
• Goodness—of—fit for the two—parameter weibull distribution with estimated parameters
• Goodness-of-fit tests for the two parameter Weibull distribution
• Goodness of fit for the extreme value distribution
• Test for the extreme value and weibull distributions based on normalized spacings
• One-line random number generators and their use in combinations

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