Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak

• Main Authors: Shabri, Ani, Jemain , Abdul Aziz
• Format: Article
• Language: English
• Published: Department of Mathematics, Faculty of Science 2008
• Subjects: QA Mathematics
• Online Access: http://eprints.utm.my/id/eprint/8690/1/AShabri2008-Pengujian_Statistik_Anderson_Darling_Bagi.pdf; http://eprints.utm.my/id/eprint/8690/; http://portal.psz.utm.my/psz/index.php?option=com_content&task=view&id=128&Itemid=305&PHPSESSID=81b664e998055f65b4ccff8f61bf7cb2
• Institution: Universiti Teknologi Malaysia

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.