Goodness-of-Fit for the Extreme Value Distribution

Abstract

This paper presents goodness-of-fit tests for the extreme value distribution, based on the EDF statistics W-squared, U-squared and A-squared. Asymptotic percentage points are given for each of the three statistics, for the three cases where one or both of the parameters of the distribution must be estimated from the data. Slight modifications of the calculated statistics are given to enable the points to be used with finite samples.

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Document Details

Document Type
Technical Report
Publication Date
Jul 18, 1977
Accession Number
ADA044900

Entities

People

  • Michael A. Stephens

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Covariance
  • Data Science
  • Distribution Functions
  • Eigenvectors
  • Equations
  • Gaussian Processes
  • Goodness Of Fit Tests
  • Information Science
  • Military Research
  • Normal Distribution
  • Random Variables
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.