首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Modified cramer-von mises and anderson-darling tests for weibull distributions with unknown location and scale parameters
Authors:John G Bush  Brian W Woodruff  Albert H Moore  Edward J Dunne
Institution:1. U.S. Air Force Institute of Technology , Wright-Patterson AFB, Ohio, 45433;2. University of Dayton , Dayton, Ohio, 45469
Abstract:The standard Cramer-von Mises and Anderson-Darling goodness-of-fit tests require continuous underlying distributions with known parameters. In this paper, tables of critical values are generated for both tests for Weibull distributions with unknown location and scale parameters and known shape parameters. The powers of the Cramer-von Mises, Anderson-Darling, Kolmogorov-Smirnov, and Chi-Square tests for this situation are investigated. The Cramer-von Mises test has most power when the shape is 1.0 and the Anderson-Darling test has most power when the shape is 3.5. Finally, a relation between critical value and inverse shape parameter is presented.
Keywords:goodness-of-fit  empirical distribution function  Monte Carlo
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号