국내 최대 기계 및 로봇 연구정보

기술보고서

기술보고서 게시판 내용
타이틀	Goodness-of-Fit Tests for the Type-I Extreme-Value and Two-Parameter Weibull Distributions with Unknown Parameters Estimated by Graphical Plotting Techniques - Part 1:Critical Values
저자	Toshiyuki Shimokawa, Min Liao
Keyword	goodness-of-fit tests; critical values; Cramer-von Mises; Anderson-Darling; Type-I extreme-value distribution; Weibull distribution; graphical plotting techniques; Monte Carlo simulation
URL	http://send.nal.go.jp/send/jpn/dlpdf.php3/naltr0001371t.pdf?id=NALTR0001371T
보고서번호	NAL TR-1371T
발행년도	1999.02
출처	NAL (National Aerospace Laboratory of Japan)
ABSTRACT	The objective of this study is to determine the critical values of the Cramer-von Mises(C-M) and Anderson-Darling(A-D) statistics for goodness-of-fit tests for the Type-I extreme-value and two-parameter Weibull distributions when the population parameters are estimated from a complete sample by graphical plotting techniques. Three kinds of graphical plotting technique, I.e., the median ranks, mean ranks, and symmetrical sample cumulative distribution (symmetrical ranks), are combined with the least-squares method on extreme-value and Weibull probability paper to estimate the parameters. Monte Carlo simulation is used to calculate the critical values of the C-M and A-D statistics, in which 1,000,000 sets of complete samples are generated ten times for each sample size of 3(1)20, 25(5)50, and 60(10)100. The critical values are discussed and tabulated for practical use.