Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study

被引：12
|
作者：
Krit, Meryam [1 ,2 ]
Gaudoin, Olivier [2 ]
Remy, Emmanuel [1 ]
机构：
[1] EDF R&D, Performance Ind Risk Monitoring Maintenance & Ope, Chatou, France
[2] Univ Grenoble Alpes, CNRS, Grenoble INP, LJK, F-38000 Grenoble, France
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2021年 / 50卷 / 07期
关键词：
Goodness-of-fit testing; Weibull distribution; Extreme Value distribution; Model checking; Probability plots; Lifetime data analysis; Reliability; PARAMETER; MODEL; EXPONENTIALITY; STATISTICS; FAMILY;
D O I：
10.1080/03610918.2019.1594292
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper presents an up-to-date review of Goodness-of-Fit (GoF) tests for the two-parameter Weibull and Extreme Value distributions. This review includes classical tests and more recent ones. An extensive comparison study is presented, which allows to identify the most powerful tests. The comparison is made using the EWGoF R package. Some guidance is given on the selection of the most appropriate tests based on the features of the studied data. Finally, an application to industrial data is presented.
引用
收藏
页码：1888 / 1911
页数：24
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