Critical Values of Modified Kolmogorov-Smirnov Goodness-of-Fit Tests for the Extreme-Value and Two-Parameter Weibull Distributions

Abstract

The critical values of the modified Kolmogorov-Smirnov goodness-of-fit tests for the extreme-value and two-parameter Weibull distributions were given by means of the Monte-Carlo simulation for the case when the parameters are estimated from a complete sample. As a graphical plotting technique for estimating the parameters, the combination of the median ranks on extreme-value or Weibull probability paper and the least squares method was used. In order to determine the critical values, the Monte-Carlo simulation was applied to generate 100000 sets of samples for each sample size. The critical values were tabulated for sample sizes 3(1)20, 25(5)50, and 60(10)100.