• DocumentCode
    1345898
  • 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.
  • Issue
    2
  • fYear
    1980
  • fDate
    6/1/1980 12:00:00 AM
  • Firstpage
    151
  • Lastpage
    153
  • 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;
  • fLanguage
    English
  • Journal_Title
    Reliability, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9529
  • Type

    jour

  • DOI
    10.1109/TR.1980.5220760
  • Filename
    5220760