Abstract
In this paper, our objective is to test the statistical hypothesis o is a known distribution function. In this study, a goodness of fit test statistics for Gumbel distribution based on Kullback-Leibler information is studied. The performance of the test under simple random sampling is investigated using Monte Carlo simulation. The Gumbel parameters are estimated by using several methods of estimation such as maximum likelihood, order statistics, moments, and L-moments. Ten different distributions are considered under the alternative hypothesis. For all the distributions considered, it is found that the test statistics based on estimators found by moment and order statistic methods have the highest power, except for weibull and Lognormal distributions.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
