Title :
Goodness-of-Fit Test for Extreme-Value Distribution
Author :
Tsujitani, Masaaki ; Ohta, Hiroshi ; Kase, Shigeo
Author_Institution :
Dept. of Industrial Engineering; College of Engineering University of Osaka Prefecture; Sakai, Osaka 591 JAPAN.
fDate :
6/1/1980 12:00:00 AM
Abstract :
A test of fit for the extreme-value distribution with unknown parameters is adapted from the work of Vasicek. This test, based on sample entropy, has desirable power compared with analogues of some nonparametric tests and the Mann test. The test statistic is easily calculated by use of the coefficient tables for the MVLUE.
Keywords :
Convergence; Entropy; Frequency; Life estimation; Life testing; Probability; Reliability theory; State estimation; Statistical analysis; Statistical distributions; Entropy estimation; Extreme-value distribution; Goodness-of-Fit; MVLUE;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1980.5220760
