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Article Dans Une Revue Communications in Statistics - Simulation and Computation Année : 2021

Goodness-of-fit tests for the Weibull and Extreme-Value distributions: a review and comparative study

Résumé

This paper presents an up-to-date review of Goodness-of-Fit (GoF) tests for the two-parameter Weibull and Extreme Value distributions. This review includes classical tests and more recent ones. An extensive comparison study is presented, which allows to identify the most powerful tests. The comparison is made using the EWGoF R package. Some guidance is given on the selection of the most appropriate tests based on the features of the studied data. Finally, an application to industrial data is presented.
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Dates et versions

hal-02059248 , version 1 (06-03-2019)

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Olivier Gaudoin, Meryam Krit, Emmanuel Remy. Goodness-of-fit tests for the Weibull and Extreme-Value distributions: a review and comparative study. Communications in Statistics - Simulation and Computation, 2021, 50 (7), pp.1888-1911. ⟨10.1080/03610918.2019.1594292⟩. ⟨hal-02059248⟩
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