W-test for the weibull distribution
S. Shapiro, Samuel; W. Brain, Carlos; S. Shapiro, Samuel; Department of Mathematical Sciences, Florida International University; W. Brain, Carlos; Department of Mathematical Sciences, Florida International University
Журнал:
Communications in Statistics - Simulation and Computation
Дата:
1987
Аннотация:
A new goodness-of-fit test for the two-parameter Weibull distribution or extreme-value (smallest element) distribution with unknown parameters is presented in this paper. The test statistic is based on similar principles used in the derivation of the well known W test for normality. The test statistic is simple to compute and requires no table of constants. Percentiles and power for a wide variety of alternative distributions are estimated via simulation. A comparison of the proposed test with the Mann-Scheuer-Fertig procedure shows that the power of the test for the former is as high or higher than that for the latter.
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