Recommended Distributional Testing Procedures

SYNOPTIC ABSTRACT

Statistical modeling has become an important tool of the mathematical management sciences. As a result of this, more and more managerial and scientific decisions are based on the use of such models. Thus, it has become important to be able to assess the reasonableness of such models. This paper reviews the techniques the authors recommend be used to accomplish this evaluation. Tests for the normal, lognormal, exponential, gamma, extreme value, Weibull, and multivariate normal distributions are included. Emphasis has been placed on how to use these procedures properly and the relationships among them; references are given for the theoretical aspects and derivations.

Key Words and Phrases:

• distributional tests
• W tests
• EDF tests
• spacing tests
• moment tests