Test for the extreme value and weibull distributions based on normalized spacings

R. A. Lockhart, F. O'Reilly and M. A. Stephens

Naval Research Logistics Quarterly, 1986, vol. 33, issue 3, 413-421

Abstract: Discussed in this article are tests for the extreme‐value distribution, or, equivalently, for the two‐parameter Weibull distribution when parameters are unknown and the sample may be censored. The three tests investigated are based on the median, the mean, and the Anderson‐Darling A2 statistic calculated from a set zi of values derived from the spacings of the sample. The median and the mean have previously been discussed by Mann, Scheuer, and Fertig [10] and by Tiku and Singh [14]. Asymptotic distributions and points are given for the test statistics, based on recently developed theory, and power studies are conducted to compare them with each other and with two other statistics suitable for the test. Of the normalized spacings tests, A2 is recommended overall; the mean also gives good power in many situations, but can be nonconsistent.

Date: 1986
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1002/nav.3800330307

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:33:y:1986:i:3:p:413-421

Access Statistics for this article

More articles in Naval Research Logistics Quarterly from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().