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Operations Research, Systems Engineering and Industrial Engineering

Air Force Institute of Technology

Theses/Dissertations

1993

Monte Carlo simulation

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Modified Goodness-Of-Fit Tests For The Weibull Distribution, Erol Yucel Mar 1993

Modified Goodness-Of-Fit Tests For The Weibull Distribution, Erol Yucel

Theses and Dissertations

This research will produce a new modified Anderson-Darling and W* goodness of fit statistics for the three parameter Weibull Distribution when all parameters unknown and estimated by Maximum Likelihood-Minimum Distance combination. The critical values for each statistic, sample size and a levels 0. 20, 0.15, 0.10, 0.05 and 0.01 are produced. The Monte Carlo Simulation used 5000 repetitions for sample sizes of 10, 15, 20, 25, 30, 40, and 50 with the Weibull shape equals to 3, scale equals to 4 and location equals to 10. The power study is made for the same sizes as above with the hypothesized …


A Modified Anderson Darling Goodness-Of-Fit Test For The Gamma Distribution With Unknown Scale And Location Parameters, Tamer Ozmen Mar 1993

A Modified Anderson Darling Goodness-Of-Fit Test For The Gamma Distribution With Unknown Scale And Location Parameters, Tamer Ozmen

Theses and Dissertations

A new modified Anderson-Darling goodness-of-fit test is introduced for the three-parameter Gamma distribution when the location parameter is found by minimum distance estimation and scale parameter by maximum likelihood estimation. Monte Carlo simulation studies were performed to calculate the critical values for A-D test when A-D statistic is minimized. These critical values are then used for testing whether a set of observations follows a Gamma distribution when the scale and location parameters axe unspecified and are estimated from the sample. Functional relationship between the critical values of A-D is also examined for each shape parameter by the variables, sample size …