Shabri, Ani and Jemain , Abdul Aziz (2008) Pengujian statistik andersondarling bagi taburan nilai ekstrim teritlak. Matematika, 24 (1). pp. 8597. ISSN 01278274

PDF
353kB 
Official URL: http://portal.psz.utm.my/psz/index.php?option=com_...
Abstract
This paper presents the results of developing and evaluating goodnessoffit tests for the generalized extreme value (GEV). The critical values tables AD test are developed based on the Pearsons chisquared and the likelihood ratio statistic for GEV distribution is developed through MonteCarlo 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 diÂ®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 chisquared for testing the GEV distribution.
Item Type:  Article 

Uncontrolled Keywords:  andersondarling statistic, pearsons chisquared, likelihoodratio, Lmoment 
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 
Repository Staff Only: item control page