Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis
In hydrological statistics, the traditional assessment of goodness of fit test is interested in the testing precision to the sample generated from supposed PDF. However, the ability to reject the hypotheses when the supposed PDF is different from real PDF should be also emphasized. In addition, the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Society for Risk Analysis - China
2015-10-01
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| Series: | Journal of Risk Analysis and Crisis Response (JRACR) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/25840913.pdf |
| _version_ | 1828783318934487040 |
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| author | Xiankui Zeng Dong Wang Jichun Wu |
| author_facet | Xiankui Zeng Dong Wang Jichun Wu |
| author_sort | Xiankui Zeng |
| collection | DOAJ |
| description | In hydrological statistics, the traditional assessment of goodness of fit test is interested in the testing precision to the sample generated from supposed PDF. However, the ability to reject the hypotheses when the supposed PDF is different from real PDF should be also emphasized. In addition, the sensitivity of test method to series length is important in hydrological analysis. Three methods of goodness of fit test that include Chi-Square (C-S), Kolmogorov-Smirnov (K-S), and Anderson-Darling (A-D) tests are applied in this study. The results of power test indicate that the most powerful tests for normal, uniform, P3, and Weibull distribution are K-S, C-S, and A-D tests, respectively. The test method with the best comprehensive power is C-S test, followed by K-S and A-D test. |
| first_indexed | 2024-12-11T18:03:04Z |
| format | Article |
| id | doaj.art-6100308d4b72402d8c41f1010e7bf147 |
| institution | Directory Open Access Journal |
| issn | 2210-8505 |
| language | English |
| last_indexed | 2024-12-11T18:03:04Z |
| publishDate | 2015-10-01 |
| publisher | Society for Risk Analysis - China |
| record_format | Article |
| series | Journal of Risk Analysis and Crisis Response (JRACR) |
| spelling | doaj.art-6100308d4b72402d8c41f1010e7bf1472022-12-22T00:55:50ZengSociety for Risk Analysis - ChinaJournal of Risk Analysis and Crisis Response (JRACR)2210-85052015-10-015310.2991/jrarc.2015.5.3.5Evaluating the Three Methods of Goodness of Fit Test for Frequency AnalysisXiankui ZengDong WangJichun WuIn hydrological statistics, the traditional assessment of goodness of fit test is interested in the testing precision to the sample generated from supposed PDF. However, the ability to reject the hypotheses when the supposed PDF is different from real PDF should be also emphasized. In addition, the sensitivity of test method to series length is important in hydrological analysis. Three methods of goodness of fit test that include Chi-Square (C-S), Kolmogorov-Smirnov (K-S), and Anderson-Darling (A-D) tests are applied in this study. The results of power test indicate that the most powerful tests for normal, uniform, P3, and Weibull distribution are K-S, C-S, and A-D tests, respectively. The test method with the best comprehensive power is C-S test, followed by K-S and A-D test.https://www.atlantis-press.com/article/25840913.pdfTest methodFrequency analysisChi-SquareKolmogorov-SmirnovAnderson-Darling |
| spellingShingle | Xiankui Zeng Dong Wang Jichun Wu Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis Journal of Risk Analysis and Crisis Response (JRACR) Test method Frequency analysis Chi-Square Kolmogorov-Smirnov Anderson-Darling |
| title | Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis |
| title_full | Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis |
| title_fullStr | Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis |
| title_full_unstemmed | Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis |
| title_short | Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis |
| title_sort | evaluating the three methods of goodness of fit test for frequency analysis |
| topic | Test method Frequency analysis Chi-Square Kolmogorov-Smirnov Anderson-Darling |
| url | https://www.atlantis-press.com/article/25840913.pdf |
| work_keys_str_mv | AT xiankuizeng evaluatingthethreemethodsofgoodnessoffittestforfrequencyanalysis AT dongwang evaluatingthethreemethodsofgoodnessoffittestforfrequencyanalysis AT jichunwu evaluatingthethreemethodsofgoodnessoffittestforfrequencyanalysis |