GOODNESS OF FIT FOR EXTREME VALUE DISTRIBUTION
成果类型:
Article
署名作者:
STEPHENS, MA
署名单位:
McMaster University
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.2307/2345336
发表日期:
1977
页码:
583588
关键词:
摘要:
A goodness of fit tests for the extreme value distribution was presented based on the empirical distribution function statistics W2, U2 and A2. Asymptotic percentage points were given for each of the 3 statistics and for the 3 cases where one or both of the parameters of the distribution must be estimated from the data. Slight modifications of the calculated statistics were given to enable the points to be used with small samples.