M. Arshad
University College of Administrative Sciences, Kotli, Azad Kashmir
M.T. Rasool
Government College, Samundri, Pakistan
M.I. Ahmad
Department of Mathematics and Statistics, College of Science, Sultan Qaboos University
Masqat, Oman
ABSTRACT
The Anderson Darling and Modified Anderson Darling test statistics are considered for testing the goodness of fit of the three parameters Generalized Pareto Distribution. The test statistics for testing the goodness of fit of the completely specified distribution are modified by replacing the Generalized Pareto distribution by their probability weighted moment estimates. The tables for critical values are derived for these empirical distribution function tests for various sample sizes.
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How to cite this article
M. Arshad, M.T. Rasool and M.I. Ahmad, 2003. Anderson Darling and Modified Anderson Darling Tests for Generalized Pareto Distribution. Journal of Applied Sciences, 3: 85-88.
DOI: 10.3923/jas.2003.85.88
URL: https://scialert.net/abstract/?doi=jas.2003.85.88
DOI: 10.3923/jas.2003.85.88
URL: https://scialert.net/abstract/?doi=jas.2003.85.88
REFERENCES
- Anderson, T.W. and D.A. Darling, 1954. A test of goodness of fit. J. Am. Stat. Assoc., 49: 765-769.
CrossRef - Arshad, M., M.T. Rasool and M.I. Ahmed, 2000. Kolmogorov smirnov test for generalized pareto distribution. J. Applied Sci., 2: 488-490.
CrossRefDirect Link - Sinclair, C.D., B.D. Spurr and M.I. Ahmad, 1990. Modified Anderson darling test. Commun. Stat. Theory Methods, 19: 3677-3686.
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