The cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution

Goodness of fit (GOF) test is a statistical technique in selection of an appropriate probability distribution for a given sample data. This study use a goodness of fit test, which is the Cramer Von Mises (CVM) test, in order to analyze the GEV distribution and Weibull distribution that best fit to m...

Full description

Saved in:

Bibliographic Details
Main Author:	Abdul Ghani, Nur Hamizah
Format:	Thesis
Language:	English
Published:	2014
Subjects:	QA Mathematics
Online Access:	http://eprints.utm.my/id/eprint/48639/1/NurHamizahAbdulGhaniMFS2014.pdf
Tags:	Add Tag No Tags, Be the first to tag this record!

id	my-utm-ep.48639
record_format	uketd_dc
spelling	my-utm-ep.486392020-03-05T06:35:46Z The cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution 2014 Abdul Ghani, Nur Hamizah QA Mathematics Goodness of fit (GOF) test is a statistical technique in selection of an appropriate probability distribution for a given sample data. This study use a goodness of fit test, which is the Cramer Von Mises (CVM) test, in order to analyze the GEV distribution and Weibull distribution that best fit to model the annual rainfall data in Peninsular Malaysia. There are two objectives covered in this study, which are to develop the calculation critical values of CVM test statistic for GEV distribution and Weibull distribution by using simulation experiment, and to compare the accuracy of CVM test between both distributions in real data. The result of goodness of fit test using the CVM test statistic shows that the Weibull distribution has the greater rejection power at three different significance levels compare to the GEV distribution. It can be conclude that, the result of goodness of fit test using CVM test for this rainfall data in Peninsular Malaysia is most appropriate by using the Weibull distribution to fit the model of this rainfall data. 2014 Thesis http://eprints.utm.my/id/eprint/48639/ http://eprints.utm.my/id/eprint/48639/1/NurHamizahAbdulGhaniMFS2014.pdf application/pdf en public http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:81530?queryType=vitalDismax&query=The+cramer-von+mises+test+statistic+of+the+generalized+extreme+value+distribution+and+weibull+distribution&public=true masters Universiti Teknologi Malaysia, Faculty of Science Faculty of Science
institution	Universiti Teknologi Malaysia
collection	UTM Institutional Repository
language	English
topic	QA Mathematics
spellingShingle	QA Mathematics Abdul Ghani, Nur Hamizah The cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution
description	Goodness of fit (GOF) test is a statistical technique in selection of an appropriate probability distribution for a given sample data. This study use a goodness of fit test, which is the Cramer Von Mises (CVM) test, in order to analyze the GEV distribution and Weibull distribution that best fit to model the annual rainfall data in Peninsular Malaysia. There are two objectives covered in this study, which are to develop the calculation critical values of CVM test statistic for GEV distribution and Weibull distribution by using simulation experiment, and to compare the accuracy of CVM test between both distributions in real data. The result of goodness of fit test using the CVM test statistic shows that the Weibull distribution has the greater rejection power at three different significance levels compare to the GEV distribution. It can be conclude that, the result of goodness of fit test using CVM test for this rainfall data in Peninsular Malaysia is most appropriate by using the Weibull distribution to fit the model of this rainfall data.
format	Thesis
qualification_level	Master's degree
author	Abdul Ghani, Nur Hamizah
author_facet	Abdul Ghani, Nur Hamizah
author_sort	Abdul Ghani, Nur Hamizah
title	The cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution
title_short	The cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution
title_full	The cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution
title_fullStr	The cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution
title_full_unstemmed	The cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution
title_sort	cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution
granting_institution	Universiti Teknologi Malaysia, Faculty of Science
granting_department	Faculty of Science
publishDate	2014
url	http://eprints.utm.my/id/eprint/48639/1/NurHamizahAbdulGhaniMFS2014.pdf
_version_	1747817439552339968

The cramer-von mises test statistic of the generalized extreme value distribution and weibull distribution

Similar Items