Pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis I
This study investigates the properties of goodness-of-fit test using the Kolmogorov-Smirnov (KS), Cramer-von Mises (CM), Anderson Darling (AD), Watson (W) and probability plot correlation coefficient (R) statistics for goodness-of-fit test for extreme value type-1 (EV1) distribution. The parameters...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | en |
| Published: |
Faculty of Science
2009
|
| Subjects: | |
| Online Access: | http://eprints.utm.my/6598/1/AniShabri2009_PengujianKesahihanPemadananUntuk.pdf http://eprints.utm.my/6598/ http://www.fs.utm.my/matematika/content/view/225/31/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1845471650498215936 |
|---|---|
| author | Shabri, Ani Jemain, Abdul Aziz |
| author_facet | Shabri, Ani Jemain, Abdul Aziz |
| author_sort | Shabri, Ani |
| building | UTM Library |
| collection | Institutional Repository |
| content_provider | Universiti Teknologi Malaysia |
| content_source | UTM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | This study investigates the properties of goodness-of-fit test using the Kolmogorov-Smirnov (KS), Cramer-von Mises (CM), Anderson Darling (AD), Watson (W) and probability plot correlation coefficient (R) statistics for goodness-of-fit test for extreme value type-1 (EV1) distribution. The parameters of EV1 are estimated by the L-moment (LMOM), moment (MOM) and least-square (LS) method. For each test, Monte Carlo techniques are used to generate critical values for sample sizes 5(5)50 and 50(10)100. The power of the goodness-of-fit tests are investigated under General Extreme Value (GEV) distribution. The power comparison shows that the LS is combined with the symmetrical rank gives more powerful results than LMOM and MOM for all statistics. Our study shows that the AD statistic is most powerful among the methods and is recommended for future study |
| format | Article |
| id | my.utm.eprints-6598 |
| institution | Universiti Teknologi Malaysia |
| language | en |
| publishDate | 2009 |
| publisher | Faculty of Science |
| record_format | eprints |
| spelling | my.utm.eprints-65982017-10-22T01:59:59Z http://eprints.utm.my/6598/ Pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis I Shabri, Ani Jemain, Abdul Aziz T Technology (General) This study investigates the properties of goodness-of-fit test using the Kolmogorov-Smirnov (KS), Cramer-von Mises (CM), Anderson Darling (AD), Watson (W) and probability plot correlation coefficient (R) statistics for goodness-of-fit test for extreme value type-1 (EV1) distribution. The parameters of EV1 are estimated by the L-moment (LMOM), moment (MOM) and least-square (LS) method. For each test, Monte Carlo techniques are used to generate critical values for sample sizes 5(5)50 and 50(10)100. The power of the goodness-of-fit tests are investigated under General Extreme Value (GEV) distribution. The power comparison shows that the LS is combined with the symmetrical rank gives more powerful results than LMOM and MOM for all statistics. Our study shows that the AD statistic is most powerful among the methods and is recommended for future study Faculty of Science 2009-06 Article PeerReviewed application/pdf en http://eprints.utm.my/6598/1/AniShabri2009_PengujianKesahihanPemadananUntuk.pdf Shabri, Ani and Jemain, Abdul Aziz (2009) Pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis I. Matematika, 25 (1). pp. 53-66. ISSN 0127-8274 http://www.fs.utm.my/matematika/content/view/225/31/ |
| spellingShingle | T Technology (General) Shabri, Ani Jemain, Abdul Aziz Pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis I |
| title | Pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis I |
| title_full | Pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis I |
| title_fullStr | Pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis I |
| title_full_unstemmed | Pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis I |
| title_short | Pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis I |
| title_sort | pengujian kesahihan pemadanan untuk taburan nilai ekstrim jenis i |
| topic | T Technology (General) |
| url | http://eprints.utm.my/6598/1/AniShabri2009_PengujianKesahihanPemadananUntuk.pdf http://eprints.utm.my/6598/ http://www.fs.utm.my/matematika/content/view/225/31/ |
| url_provider | http://eprints.utm.my/ |