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Communications in Statistics - Simulation and Computation Volume 50, 2021 - Issue 7
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Review Articles

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

Meryam Krita EDF R&D, Performance, Industrial Risk, Monitoring for Maintenance and Operations Department, Chatou, France;b Univ. Grenoble Alpes, CNRS, Grenoble INP, LJK, Grenoble, France
,
Olivier Gaudoinb Univ. Grenoble Alpes, CNRS, Grenoble INP, LJK, Grenoble, FranceCorrespondence[email protected]
&
Emmanuel Remya EDF R&D, Performance, Industrial Risk, Monitoring for Maintenance and Operations Department, Chatou, France
Pages 1888-1911 | Received 16 Oct 2018, Accepted 07 Mar 2019, Published online: 20 May 2019
 
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Abstract

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.

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