Master'sOpen Access

Goodness of fit tests for normal distribution and a simulation study

2013
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Advisor: Doç. Dr. Fikri Gökpınar

Abstract (EN)

The goodness of fit of a statistical model tests how well it fits a set of observations. In this study, some goodness of fit tests called Chi-Square, Cramer-von Mises, Kolmogorov- Smirnov, Anderson- Darling, Watson, the Shapiro-Wilk, Jarque Bera, Zhang, Esteban et al. are investigated. In addition, a power comparison is made to determined which tests under what circumstances they are superior to the others. These test are compared under gamma, exponential, lognormal, uniform, beta, t and Extremum distributions.

Author

Dr. Nurcan Yıldırım

How to Cite

Nurcan Yıldırım (Master Thesis). Goodness of fit tests for normal distribution and a simulation study, 2013, Gazi University.

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