Minimum Kolmogorov-Smirnov test statistic parameter estimates

被引：42

作者：

Weber, MD ^{[1
]}

Leemis, LM ^{[1
]}

Kincaid, RK ^{[1
]}

机构：

[1] Coll William & Mary, Dept Math, Williamsburg, VA 23187 USA

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2006年 / 76卷 / 03期

关键词：

algorithm; evolutionary algorithm; continuous probability distributions; goodness-of-fit tests; input modeling;

D O I：

10.1080/00949650412331321098

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We present and implement an algorithm for computing the parameter estimates in a univariate probability model for a continuous random variable that minimizes the Kolmogorov-Smirnov test statistic. The algorithm uses an evolutionary optimization technique to solve for the estimates. Several simulation experiments demonstrate the effectiveness of this approach.

引用

页码：195 / 206

页数：12

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