scholarly journals Cramer-von Mises and Anderson-Darling goodness of fit tests for extreme value distributions with unknown parameters

2004 ◽  
Vol 40 (9) ◽  
Author(s):  
Francesco Laio
2020 ◽  
Vol 3 (1) ◽  
pp. 189-207
Author(s):  
Sandeep Samantaray ◽  
Abinash Sahoo

Abstract Estimating stream flow has a substantial financial influence, because this can be of assistance in water resources management and provides safety from scarcity of water and conceivable flood destruction. Four common statistical methods, namely, Normal, Gumbel max, Log-Pearson III (LP III), and Gen. extreme value method are employed for 10, 20, 30, 35, 40, 50, 60, 70, 75, 100, 150 years to forecast stream flow. Monthly flow data from four stations on Mahanadi River, in Eastern Central India, namely, Rampur, Sundargarh, Jondhra, and Basantpur, are used in the study. Results show that Gumbel max gives better flow discharge value than the Normal, LP III, and Gen. extreme value methods for all four gauge stations. Estimated flood values for Rampur, Sundargarh, Jondhra, and Basantpur stations are 372.361 m3/sec, 530.415 m3/sec, 2,133.888 m3/sec, and 3,836.22 m3/sec, respectively, considering Gumbel max. Goodness-of-fit tests for four statistical distribution techniques applied in the present study are also evaluated using Kolmogorov–Smirov, Anderson–Darling, Chi-squared tests at critical value 0.05 for the four proposed gauge stations. Goodness-of-fit test results show that Gen. extreme value gives best results at Rampur, Sundergarh, and Jondhra gauge stations followed by LP III, whereas LP III is the best fit for Basantpur, followed by Gen. extreme value.


Author(s):  
Naz Saud ◽  
Sohail Chand

A class of goodness of fit tests for Marshal-Olkin Extended Rayleigh distribution with estimated parameters is proposed. The tests are based on the empirical distribution function. For determination of asymptotic percentage points, Kolomogorov-Sminrov, Cramer-von-Mises, Anderson-Darling,Watson, and Liao-Shimokawa test statistic are used. This article uses Monte Carlo simulations to obtain asymptotic percentage points for Marshal-Olkin extended Rayleigh distribution. Moreover, power of the goodness of fit test statistics is investigated for this lifetime model against several alternatives.


2020 ◽  
Vol 24 (Suppl. 1) ◽  
pp. 69-81
Author(s):  
Hanaa Abu-Zinadah ◽  
Asmaa Binkhamis

This article studied the goodness-of-fit tests for the beta Gompertz distribution with four parameters based on a complete sample. The parameters were estimated by the maximum likelihood method. Critical values were found by Monte Carlo simulation for the modified Kolmogorov-Smirnov, Anderson-Darling, Cramer-von Mises, and Lilliefors test statistics. The power of these test statistics founded the optimal alternative distribution. Real data applications were used as examples for the goodness of fit tests.


2017 ◽  
Vol 28 (2) ◽  
pp. 30-42 ◽  
Author(s):  
Lorentz Jäntschi ◽  
Sorana D. Bolboacă

AbstractStatistical analysis starts with the assessment of the distribution of experimental data. Different statistics are used to test the null hypothesis (H0) stated as Data follow a certain/specified distribution. In this paper, a new test based on Shannon’s entropy (called Shannon’s entropy statistic, H1) is introduced as goodness-of-fit test. The performance of the Shannon’s entropy statistic was tested on simulated and/or experimental data with uniform and respectively four continuous distributions (as error function, generalized extreme value, lognormal, and normal). The experimental data used in the assessment were properties or activities of active chemical compounds. Five known goodness-of-fit tests namely Anderson-Darling, Kolmogorov-Smirnov, Cramér-von Mises, Kuiper V, and Watson U2 were used to accompany and assess the performances of H1.


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