EWGoF-package: Goodness-of-Fit Tests for the Exponential and Two-Parameter...

In EWGoF: Goodness-of-Fit Tests for the Exponential and Two-Parameter Weibull Distributions

Description

This package contains a large number of the goodness-of-fit tests for the Exponential and Weibull distributions classified into families: the tests based on the empirical distribution function, the tests based on the probability plot, the tests based on the normalized spacings, the tests based on the Laplace transform and the likelihood based tests ...

Details

Package:	EWGoF
Type:	Package
Version:	2.2
Date:	2017-09-08
License:	GPL (>=2.0)
Imports:	Rcpp (>= 0.10.3)
LazyLoad:	yes
LinkingTo:	Rcpp

Computes the p-value of the chosen test statistic, the value of the observed statistic and an estimation of the distribution parameters (either the parameter of the Exponential distribution or the shape and the scale Weibull parameters).

Author(s)

Meryam Krit Maintainer: Meryam Krit <[e-mail]>

References

• D'Agostino R.B. and Stephens M.A., Goodness-of-fit techniques, Marcel Dekker, 1986.

• Henze N. and Meintanis S.G., Recent and classical tests for exponentiality: a partial review with comparisons, Metrika, 61, 29-45, 2005.

• Liao M. and Shimokawa T., A new goodness-of-fit test for type-I extreme-value and 2-parameter Weibull distributions with estimated parameters, Journal of Statistical Computation and Simulation, 64 (1), 23-48, 1999.

• Tiku M.L. and Singh M., Testing the two-parameter Weibull distribution, Communications in Statistics, 10, 907-918, 1981.

• Mann N.R., Scheuer E.M. and Fertig K.W., A new goodness-of-fit test for the two-parameter Weibull or extreme-value distribution, Communications in Statistics, 2, 383-400, 1973.

• Lockhart R.A., O'Reilly F. and Stephens M.A., Tests for the extreme-value and Weibull distributions based on normalized spacings, Naval Research Logistics Quarterly, 33, 413-421, 1986.

• Cabana A. and Quiroz A.J., Using the empirical moment generating function in testing the Weibull and type 1 Extreme Value distributions, Test, 14(2), 417-431, 2005.

• Krit M., Goodness-of-fit tests for the Weibull distribution based on the Laplace transform, J-SFdS, 2014.

EWGoF documentation built on May 2, 2019, 6:09 a.m.