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
Link To Document