TY - JOUR

T1 - A goodness-of-fit test for maximum order statistics from discrete distributions

AU - Osmetti, Silvia Angela

AU - Facchinetti, Silvia

PY - 2013

Y1 - 2013

N2 - In economic, financial and environmental sciences studies the extreme value theory is used for the evaluation of several complex occurring phenomena, e.g., risk management theory, natural calamities, meteorology and pollution studies. When the observed values are discrete, like count measurements, the discrete extreme value distributions should be applied. In this paper we propose a procedure to evaluate the goodness of fit of extreme values from discrete distributions. In particular we modify the classic statistic of the Kolmogorov-Smirnov goodness of fit test for continuous distribution function. This modification is necessary since the assumption of the Kolmogorov-Smirnov test is the continuity of the distribution specified under the null hypothesis. The distribution of the proposed test is given. The exact critical values of the test statistic are tabulated for extreme values from some specific discrete distributions. An application in environmental science is presented.

AB - In economic, financial and environmental sciences studies the extreme value theory is used for the evaluation of several complex occurring phenomena, e.g., risk management theory, natural calamities, meteorology and pollution studies. When the observed values are discrete, like count measurements, the discrete extreme value distributions should be applied. In this paper we propose a procedure to evaluate the goodness of fit of extreme values from discrete distributions. In particular we modify the classic statistic of the Kolmogorov-Smirnov goodness of fit test for continuous distribution function. This modification is necessary since the assumption of the Kolmogorov-Smirnov test is the continuity of the distribution specified under the null hypothesis. The distribution of the proposed test is given. The exact critical values of the test statistic are tabulated for extreme values from some specific discrete distributions. An application in environmental science is presented.

KW - Kolmogorov-Smirnov test

KW - discrete distribution

KW - goodness-of-fit test

KW - order statistics

KW - Kolmogorov-Smirnov test

KW - discrete distribution

KW - goodness-of-fit test

KW - order statistics

UR - http://hdl.handle.net/10807/53632

M3 - Article

SP - 9

EP - 21

JO - ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS: DECISION SUPPORT SYSTEMS AND SERVICES EVALUATION

JF - ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS: DECISION SUPPORT SYSTEMS AND SERVICES EVALUATION

SN - 2037-3627

ER -