Comparison of five tests of fit for the  extreme value distribution

Best, D. J.; Rayner, John; Thas, O.

Comparison of five tests of fit for the extreme value distribution

journal contribution

posted on 2025-05-09, 08:16 authored by D. J. Best, John RaynerJohn Rayner, O. Thas

Tests for the Extreme Value distribution based on the sample skewness and kurtosis coefficients are shown to be related to components of smooth tests of goodness of fit and are compared with tests due to Anderson-Darling, Shapiro-Brain and Liao-Shimokawa. Two examples are given.

History

Journal title

Journal of Statistical Theory and Practice

Volume

1

Issue

1

Pagination

89-99

Publisher

Grace Scientific Publishing

Language

en, English

College/Research Centre

Faculty of Science and Information Technology

School

School of Mathematical and Physical Sciences

Usage metrics

Keywords

methods of moment distribution orthonormal functions skewness and kurtosis coefficients skewed distributions Weibull distribution