Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak
This paper presents the results of developing and evaluating goodness-of-fit tests for the generalized extreme value (GEV). The critical values tables AD test are developed based on the Pearsons chi-squared and the likelihood ratio statistic for GEV distribution is developed through Monte-Carlo simu...
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| Format: | Article |
| Language: | en |
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Department of Mathematics, Faculty of Science
2008
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| Online Access: | http://eprints.utm.my/8690/1/AShabri2008-Pengujian_Statistik_Anderson_Darling_Bagi.pdf http://eprints.utm.my/8690/ http://portal.psz.utm.my/psz/index.php?option=com_content&task=view&id=128&Itemid=305&PHPSESSID=81b664e998055f65b4ccff8f61bf7cb2 |
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| _version_ | 1845472057539690496 |
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| 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 paper presents the results of developing and evaluating goodness-of-fit tests for the generalized extreme value (GEV). The critical values tables AD test are developed based on the Pearsons chi-squared and the likelihood ratio statistic for GEV distribution is developed through Monte-Carlo simulation. The critical values for the statistics are modeled through regression to provide equations to estimate the critical values for any shape parameters distribution. Simulation studies using several
di®erent distributional forms show that the critical values tables AD test based on the likelihood ratio statistic has a larger power than the AD test based on the Pearson chi-squared for testing the GEV distribution. |
| format | Article |
| id | my.utm.eprints-8690 |
| institution | Universiti Teknologi Malaysia |
| language | en |
| publishDate | 2008 |
| publisher | Department of Mathematics, Faculty of Science |
| record_format | eprints |
| spelling | my.utm.eprints-86902010-06-02T01:57:08Z http://eprints.utm.my/8690/ Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak Shabri, Ani Jemain , Abdul Aziz QA Mathematics This paper presents the results of developing and evaluating goodness-of-fit tests for the generalized extreme value (GEV). The critical values tables AD test are developed based on the Pearsons chi-squared and the likelihood ratio statistic for GEV distribution is developed through Monte-Carlo simulation. The critical values for the statistics are modeled through regression to provide equations to estimate the critical values for any shape parameters distribution. Simulation studies using several di®erent distributional forms show that the critical values tables AD test based on the likelihood ratio statistic has a larger power than the AD test based on the Pearson chi-squared for testing the GEV distribution. Department of Mathematics, Faculty of Science 2008 Article PeerReviewed application/pdf en http://eprints.utm.my/8690/1/AShabri2008-Pengujian_Statistik_Anderson_Darling_Bagi.pdf Shabri, Ani and Jemain , Abdul Aziz (2008) Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak. Matematika, 24 (1). pp. 85-97. ISSN 0127-8274 http://portal.psz.utm.my/psz/index.php?option=com_content&task=view&id=128&Itemid=305&PHPSESSID=81b664e998055f65b4ccff8f61bf7cb2 |
| spellingShingle | QA Mathematics Shabri, Ani Jemain , Abdul Aziz Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak |
| title | Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak
|
| title_full | Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak
|
| title_fullStr | Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak
|
| title_full_unstemmed | Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak
|
| title_short | Pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak
|
| title_sort | pengujian statistik anderson-darling bagi taburan nilai ekstrim teritlak |
| topic | QA Mathematics |
| url | http://eprints.utm.my/8690/1/AShabri2008-Pengujian_Statistik_Anderson_Darling_Bagi.pdf http://eprints.utm.my/8690/ http://portal.psz.utm.my/psz/index.php?option=com_content&task=view&id=128&Itemid=305&PHPSESSID=81b664e998055f65b4ccff8f61bf7cb2 |
| url_provider | http://eprints.utm.my/ |