Universiti Teknologi Malaysia Institutional Repository

Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak

Shabri, Ani and Jemain , Abdul Aziz (2008) Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak. Matematika, 24 (1). pp. 85-97. ISSN 0127-8274

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Abstract

This paper presents the results of developing and evaluating goodness-of-fit tests for the generalized extreme value (GEV). The critical values tables AD test are developed based on the Pearsons chi-squared and the likelihood ratio statistic for GEV distribution is developed through Monte-Carlo simulation. The critical values for the statistics are modeled through regression to provide equations to estimate the critical values for any shape parameters distribution. Simulation studies using several di®erent distributional forms show that the critical values tables AD test based on the likelihood ratio statistic has a larger power than the AD test based on the Pearson chi-squared for testing the GEV distribution.

Item Type:Article
Uncontrolled Keywords:anderson-darling statistic, pearsons chi-squared, likelihood-ratio, L-moment
Subjects:Q Science > QA Mathematics
Divisions:Science
ID Code:8690
Deposited By: Norshiela Buyamin
Deposited On:08 May 2009 03:15
Last Modified:02 Jun 2010 01:57

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