Journal of Siberian Federal University. Mathematics & Physics / Power Comparisons of EDF Goodness-of-Fit Tests

Full text (.pdf)
Issue
Journal of Siberian Federal University. Mathematics & Physics. 2023 16 (3)
Authors
Tilbi, Djahida
Contact information
Tilbi, Djahida: Departement of mathematics Laboratory of Probability and Statistics LaPS Skikda, Algeria;
Keywords
generalized Rayleigh distribution; Kolmogorov–Smirnov test; the Cram´er-von Mises test (C-VM); Anderson–Darling test (A-D); Watson test (W); Liao and Shimokawa test (LS)
Abstract

In this article, the power of common goodness-of-fit (GoF) statistics is based on the em- pirical distribution function (EDF) where the critical values must be determined by simulation. The statistical power of Kolmogorov–Smirnov Dn, Cram´er-von Mises W2, Watson U2, Liao and Shimokawa Ln, and Anderson–Darling A2 statistics were investigated by the sample size, the significance level, and the alternative distributions, for the generalized Rayleigh model (GR). The exponential, the Weibull, the inverse Weibull, the exponentiated Weibull, and the exponentiated exponential distributions were considered among the most frequent alternative distributions

Pages
309–318
EDN
BTGNPN
Paper at repository of SibFU
https://elib.sfu-kras.ru/handle/2311/150091