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Journal of Siberian Federal University. Mathematics & Physics, 2023, Volume 16, Issue 3, Pages 308–317 (Mi jsfu1080)  

Power comparisons of EDF goodness-of-fit tests

Djahida Tilbi

Departement of mathematics, Laboratory of Probability and Statistics LaPS, Skikda, Algeria
References:
Abstract: In this article, the power of common goodness-of-fit (GoF) statistics is based on the empirical distribution function (EDF) where the critical values must be determined by simulation. The statistical power of Kolmogorov–Smirnov $ D_{n} $, Cramér-von Mises $ W^{2} $, Watson $ U^{2} $, Liao and Shimokawa $ L_{n} $, and Anderson–Darling $ A^{2} $ statistics were investigated by the sample size, the significance level, and the alternative distributions, for the generalized Rayleigh model (GR). The exponential, the Weibull, the inverse Weibull, the exponentiated Weibull, and the exponentiated exponential distributions were considered among the most frequent alternative distributions.
Keywords: generalized Rayleigh distribution, Kolmogorov–Smirnov test, the Cramér-von Mises test (C-VM), Anderson–Darling test (A-D), Watson test (W), Liao and Shimokawa test (LS).
Received: 15.11.2022
Received in revised form: 26.12.2022
Accepted: 20.02.2023
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: English
Citation: Djahida Tilbi, “Power comparisons of EDF goodness-of-fit tests”, J. Sib. Fed. Univ. Math. Phys., 16:3 (2023), 308–317
Citation in format AMSBIB
\Bibitem{Til23}
\by Djahida~Tilbi
\paper Power comparisons of EDF goodness-of-fit tests
\jour J. Sib. Fed. Univ. Math. Phys.
\yr 2023
\vol 16
\issue 3
\pages 308--317
\mathnet{http://mi.mathnet.ru/jsfu1080}
\edn{https://elibrary.ru/BTGNPN}
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