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Pakistan Journal of Science
Cramer Von Mises Test for Generalized Pareto Distribution.
Author(s)
M. Arshad
University College of Management Science, Kotli, Azad kashmir, Pakistan
M. T. Rasool
Government College, Samundri, Faisalabad, Pakistan
M. I. Ahmad
Mathematics & Statistics Department, University of Agriculture, Faisalabad, Pakistan
Abstract
The Cramer Von Mises statistic is considered for testing the goodness of fit of the three parameter Generalized Pareto Distribution. The statistic for testing the goodness of fit of the completely specified distribution are modified by replacing the Generalized Pareto Distribution by their probability weighted moments estimates. The table of critical values is derived for this empirical distribution function test for various sample sizes.
Publication Details
Page(s)
76-79
DOI
DOI not available
Published
Journal: Pakistan Journal of Science, Volume: 48, Issue: 3--4, Year: 1996
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