Modified cramer-von mises and anderson-darling tests for weibull distributions with unknown location and scale parameters

DOI10.1080/03610928308828613zbMATH Open0552.62025OpenAlexW2074047698MaRDI QIDQ3345596FDOQ3345596

John G. Bush, Albert H. Moore, Brian W. Woodruff, Edward J. Dunne

Publication date: 1983

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828613

zbMATH Keywords

Monte Carlogoodness-of-fit testsempirical distributionAnderson-Darling testWeibull distributionschi-square testspower comparisonstables of critical valuesCramér-von Mises testinverse shape parameterknown shape parametersunknown location and scale

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistical tables (62Q05)

Cites Work

• Title not available (Why is that?)
• Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
• Goodness of fit for the extreme value distribution
• A Property of Maximum Likelihood Estimators of Location and Scale Parameters
• Goodness-of-fit tests for the two parameter Weibull distribution

Cited In (3)

• Goodness of fit test for the generalized Rayleigh distribution with unknown parameters
• A modified Kolmogorov-Smirnov test for the inverse gaussian density with unknown parameters
• Percentage points for directional anderson-darling goodness-of-fit tests

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