284
Views
15
CrossRef citations to date
0
Altmetric
Original Articles

A Goodness-of-Fit Test for the Gumbel Distribution Based on Kullback–Leibler Information

, &
Pages 842-855 | Received 02 Dec 2005, Accepted 26 Jun 2008, Published online: 24 Mar 2009

References

  • Chandra , M. , Singpurwalla , N. D. , Stephens , M. A. ( 1981 ). Kolmogorov statistics for tests of fit for the extreme value and Weibull distributions . J. Amer. Statist. Assoc. 74 : 729 – 735 .
  • Ebrahimi , N. , Habibullah , M. , Soofí , E. ( 1992 ). Testing exponentiality based on Kullback–Leibler information . J. Roy. Statist. Soc. 54 : 739 – 748 .
  • Kinnison , R. (1989). Correlation coefficient goodness of fit test for the extreme value distribution. Amer. Statistician 43:98–100.
  • Kullback , S. , Leibler , R. A. ( 1951 ). On information and sufficiency . Ann. Mathemat. Statist. 4 : 49 – 70 .
  • Mann , N. R. , Schafer , R. E. , Singpurwalla , N. D. ( 1974 ). Methods for Statistical Analysis of Reliability and Life Data . New York : Wiley .
  • R Development Core Team ( 2004 ). R: A Language and Environment for Statistical Computing . Vienna : R Foundation for Statistical Computing . ISBN 3-900051-07-0 .
  • Song , K. S. ( 2002 ). Goodness-of-fit tests based on Kullback–Leibler discrimination information . IEEE Trans. Inform. Theor. 48 : 1103 – 1117 .
  • Stephens , M. ( 1977 ). Goodness-of-fit tests for the extreme value distribution . Biometrika 65 : 730 – 737 .
  • Tsujitani , M. , Ohta , H. , Kase , S. ( 1980 ). Goodness-of-fit for the extreme value distribution . IEEE Trans. Reliab. 29 : 151 – 153 .
  • Vasicek , O. ( 1976 ). A test for normality based on sample entropy . J. Roy. Statist. Soc. 38 : 54 – 59 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.