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Air Force Institute of Technology

Theses/Dissertations

Goodness of fit tests

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Full-Text Articles in Applied Mathematics

Estimation And Goodness-Of-Fit In The Case Of Randomly Censored Lifetime Data, David M. Reineke Jun 1999

Estimation And Goodness-Of-Fit In The Case Of Randomly Censored Lifetime Data, David M. Reineke

Theses and Dissertations

A new continuous distribution function estimator for randomly censored data is developed, discussed, and compared to existing estimators. Minimum distance estimation is shown to be effective in estimating Weibull location parameters when random censoring is present. A method of estimating all 3 parameters of the 3-parameter Weibull distribution using a combination of minimum distance and maximum likelihood is also given. Cramer-von Mises and Anderson-Darling goodness-of-fit test statistics are modified to measure the discrepancy between the maximum likelihood estimate and the Kaplan-Meier product-limit estimate of the distribution function of the random variable of interest. These modified test statistics are used to …


A New Sequential Goodness Of Fit Test For The Three-Parameter Weibull Distribution With Known Shape Based On Skewness And Kurtosis, Jonathan C. Clough Mar 1998

A New Sequential Goodness Of Fit Test For The Three-Parameter Weibull Distribution With Known Shape Based On Skewness And Kurtosis, Jonathan C. Clough

Theses and Dissertations

The Weibull distribution finds wide applicability across a broad spectrum of disciplines and is very prevalent in reliability theory. Consequently, numerous statistical tests have been developed to determine whether sample data can be adequately modeled with this distribution. Unfortunately, the majority of these goodness-of-fit tests involve a substantial degree of computational complexity. The study presented here develops and evaluates a new sequential goodness-of-fit test for the three-parameter Weibull distribution with a known shape that delivers power comparable to popular procedures while dramatically reducing computational requirements. The new procedure consists of two distinct tests, using only the sample skewness and sample …