A new test for the extreme value distribution
Makaleler > Tam Makale · 1988
Yazarlar: Aydin Öztürk, Serdar Korukogu
Communications in Statistics - Simulation and Computation, Uluslararası, 1988, cilt 17, ss 1375-1393
DOI: 10.1080/03610918808812730
Özet
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.