On Some Goodness of Fit Tests for the Weibull Distribution with Estimated Parameters.
GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING
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This note considers some test statistics based on the sample distribution function for testing the null hypothesis that a random sample belongs to a Weibull distribution with unknown scale and shape parameters. A foundation for testing such a hypothesis is provided by the fact that the logarithm of a Weibull random variable has an extreme value distribution with a location and a scale parameter, and by results which pertain to the weak convergence of an associated empirical stochastic process, under the null hypothesis. The asymptotic distribution of the empirical process serves as a basis for Monte Carlo studies for determining the appropriate critical points of the test statistics.
- Statistics and Probability