Journal of the Korean Data and Information Science Society
- Volume 19 Issue 4
- /
- Pages.1441-1448
- /
- 2008
- /
- 1598-9402(pISSN)
Goodness-of-fit Test for the Extreme Value Distribution Based on Multiply Type-II Censored Samples
-
Kang, Suk-Bok
(Department of Statistics, Yeungnam University)
;
-
Cho, Young-Seuk
(Division of Mathematics and Statistics, Pusan National University)
;
- Han, Jun-Tae (Institute of National Health Insurance, National Health Insurance)
- Published : 2008.11.30
Abstract
We propose the modified quantile-quantile (Q-Q) plot using the approximate maximum likelihood estimators and the modified normalized sample Lorenz curve (NSLC) plot for the extreme value distribution based on multiply Type-II censored samples. Using two example data sets, we picture the modified Q-Q plot and the modified NSLC plot.
Keywords
- Approximate maximum likelihood estimator;
- Extreme value distribution;
- Goodness-of-fit test;
- Multiply Type-II censored sample;
- Normalized sample Lorenz curve;
- Q-Q plot