Results 31 to 40 of about 166,159,676 (294)

Goodness of Fit Tests and Power Comparisons for Weighted Gamma Distribution

Revstat Statistical Journal, 2016
In this paper, a weighted version of Gamma distribution known as Weighted Gamma (WG) distribution has been considered. Various tests of goodness of fit viz Kolmogorov–Smirnov, Cram´er–von Mises and Anderson–Darling have been applied to this family ...
Neetu Singla , Kanchan Jain , Suresh Kumar Sharma   +2 more
doaj   +1 more source

Dry months in the agricultural region of Ribeirão Preto, state of São Paulo-Brazil: an study based on the extreme value theory [PDF]

Engenharia Agrícola, 2014
The application of the Extreme Value Theory (EVT) to model the probability of occurrence of extreme low Standardized Precipitation Index (SPI) values leads to an increase of the knowledge related to the occurrence of extreme dry months.
Gabriel C. Blain
doaj   +1 more source

Cramer-von Mises and Anderson-Darling goodness of fit tests for extreme value distributions with unknown parameters [PDF]

, 2004
The use of goodness of fit tests based on Cramer-von Mises and Anderson-Darling statistics is discussed, with reference to the composite hypothesis that a sample of observations comes from a distribution, FH, whose parameters are unspecified.
Laio, Francesco, Francesco Laio
core   +1 more source

Statistical Power of Goodness-of-Fit Tests for Type~I Left-Censored Data

Austrian Journal of Statistics, 2023
Type I doubly left-censored data often arise in environmental studies. In this paper, the power of the most frequently used goodness-of-fit tests (Kolmogorov-Smirnov, Cramér-von Mises, Anderson-Darling) is studied considering various sample sizes and ...
Michal Fusek
doaj   +1 more source

Karhunen-loève basis in goodness-of-fit tests decomposition: an evaluation [PDF]

, 2006
In a previous paper (Grané and Fortiana 2006) we studied a flexible class of goodness-of-fit tests associated with an orthogonal sequence, the Karhunen-Loève decomposition of a stochastic process derived from the null hypothesis.
Grané Chávez, Aurea, Fortiana, Josep
core   +1 more source

Goodness-of-fit tests for correlated data [PDF]

Biometrika, 1975
SUMMARY: Goodness-of-fit tests for stationary processes are a problem of practical importance, e.g. in the analysis of electroencephalographic data. The distribution of the chi-squared statistic under the normal hypothesis is studied by simulation; power is investigated by an inverse filtering procedure for processes which can be well represented by an
openaire   +3 more sources

Tests of Goodness of Fit

Journal of the Royal Statistical Society Series B: Statistical Methodology, 1963
SUMMARY An explicit account is given of a procedure for assessing goodness of fit of some observations with a hypothesis, generally known as a “test of significance”; the description is close in spirit to R. A. Fisher’s original conception. The relation of this test procedure with Bayesian procedures and with the Neyman–Pearson theory of
openaire   +2 more sources

Random coefficient regressions: parametric goodness of fit tests [PDF]

, 1995
Random coefficient regression models have been applied in different fields during recent years and they are a unifying frame for many statistical models.
Delicado, Pedro, Romo, Juan
core   +1 more source

A Novel Goodness-of-Fit Test for Cauchy Distribution

Journal of Mathematics, 2023
Recently, several goodness-of-fit tests for Cauchy distribution have been introduced based on Kullback–Leibler divergence and likelihood ratio. It is claimed that these tests are more powerful than the well-known goodness-of-fit tests such as Kolmogorov ...
A. Pekgör
doaj   +1 more source

New Goodness-of-Fit Tests for the Kumaraswamy Distribution

Stats
The two-parameter distribution known as the Kumaraswamy distribution is a very flexible alternative to the beta distribution with the same (0,1) support.
David E. Giles
doaj   +1 more source