M. Arshad
University College of Administrative Sciences, Kotli, Azad Kashmir
M. T. Rasool
Government College Samundri, District Faisalabad, Pakistan
M. I. Ahmad
Department of Mathematics and Statistics, College of Sciences
Sultan Qaboos University Musqat, Oman
ABSTRACT
The Kolmogorov- Smirnov Statistic is considered for testing the goodness of fit of the three parameter Generalized Pareto distribution. The statistic for testing the goodness of fit of the completely specified distribution are modified by replacing the Generalized Pareto distribution parameters by their probability weighted moments estimates. The Table of critical values is derived for this empirical distribution function test for various sample sizes.
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How to cite this article
M. Arshad, M. T. Rasool and M. I. Ahmad, 2002. Kolmogorov Smirnov Test for Generalized Pareto Distribution. Journal of Applied Sciences, 2: 488-490.
DOI: 10.3923/jas.2002.488.490
URL: https://scialert.net/abstract/?doi=jas.2002.488.490
DOI: 10.3923/jas.2002.488.490
URL: https://scialert.net/abstract/?doi=jas.2002.488.490
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