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A COMPARISON OF STATISTICAL TESTS ON THE EXTREME-VALUE TYPE-1 DISTRIBUTION1
Authors:Huynh Ngoc Phien  Anat Arbhabhirama
Abstract:ABSTRACT: The effects of the selections of plotting position formulae and class division schemes on goodness of fit tests are investigated for the extreme-value type-1 distribution using annual flood and annual maximum daily rainfall data. It was found that the plotting position formulae have a minor influence on the tests which involve their use, while the class division schemes may have a pronounced effect on the X2-test. The study also recommended the maximum likelihood method for fitting purposes and a new test which is independent of the afore-mentioned selections for judging the goodness of fit.
Keywords:extreme-value type-1 distribution  statistical tests  method of moments  method of maximum likelihood  plotting position formulae
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