A Comparative Study of EDF Tests for Normality and Exponentiality

Yan Su; Xia Ying Su

doi:10.4028/www.scientific.net/AMM.602-605.2004

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 602-605A Comparative Study of EDF Tests for Normality and...

A Comparative Study of EDF Tests for Normality and Exponentiality

Abstract:

In this paper, the modified EDF test procedures for testing the normal and exponential distributions with unknown parameters are suggested. The Monte Carlo algorithms are given to approximate the critical values of the EDF test statistics for a wide range of sample sizes. The power simulations show that the Anderson-Darling (AD) test is on the whole better than other EDF tests considered, in particular when the alternative departs from the true distribution in the tails.

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Applied Mechanics and Materials (Volumes 602-605)

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2004-2010

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https://doi.org/10.4028/www.scientific.net/AMM.602-605.2004

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Online since:

August 2014

Authors:

Yan Su*, Xia Ying Su

Keywords:

Critical Values, Modified EDF Tests, Simulation, Test Power

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