Abstract:
The Anderson Darling and Modified Anderson Darling test statistics are considered for testing the goodness of fit of the three parameters Generalized Pareto Distribution. The test statistics for testing the goodness of fit of the completely specified distribution are modified by replacing the Generalized Pareto distribution by their probability weighted moment estimates. The tables for critical values are derived for these empirical distribution function tests for various sample sizes.
M. Arshad , M.T. Rasool and M.I. Ahmad , 2003. Anderson Darling and Modified Anderson Darling Tests for Generalized Pareto Distribution. Journal of Applied Sciences, 3: 85-88.
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