Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler)

In this paper, our objective is to test the statistical hypothesis : ( ) ( ) for all against : ( Ho F x  F o x x H1 F x)  Fo (x) for some x , where F o (x ) is a known distribution function. In this study, a goodness of fit test statistic for testing the logistic distribution based on Kullback-...

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Main Authors:	Al-Subh .S.A, Ibrahim .K, Jemain .A.A
Format:	Article
Published:	Penerbit Universiti Kebangsaan Malaysia 2011
Online Access:	http://journalarticle.ukm.my/3452/ http://journalarticle.ukm.my/3452/

id	ukm-3452
recordtype	eprints
spelling	ukm-34522012-02-19T04:59:12Z http://journalarticle.ukm.my/3452/ Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler) Al-Subh .S.A, Ibrahim .K, Jemain .A.A, In this paper, our objective is to test the statistical hypothesis : ( ) ( ) for all against : ( Ho F x  F o x x H1 F x)  Fo (x) for some x , where F o (x ) is a known distribution function. In this study, a goodness of fit test statistic for testing the logistic distribution based on Kullback-Leibler information as proposed by Song (2002) is studied. The logistic parameters are estimated by using several methods of estimation such as maximum likelihood, order statistics, moments, L-moments and LQ-moments. The critical value based on the statistics which involves the Kullback-Leibler information under the assumption that Ho is true is computed using Monte Carlo simulations. The performance of the test under simple random sampling is investigated. Ten different distributions are considered under the alternative hypothesis. Based on Monte Carlo simulations, for all the distributions considered, it is found that the test statistics based on estimators found by moment and LQ-moment methods have the highest power, except for Weibull (2, .5) and Gamma distributions Penerbit Universiti Kebangsaan Malaysia 2011 Article PeerReviewed Al-Subh .S.A, and Ibrahim .K, and Jemain .A.A, (2011) Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler). Journal of Quality Measurement and Analysis, 7 (2). pp. 111-123. ISSN 1823-5670 http://www.ukm.my/ppsmfst/jqma/index2.html
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Kebangasaan Malaysia
building	UKM Institutional Repository
collection	Online Access
description	In this paper, our objective is to test the statistical hypothesis : ( ) ( ) for all against : ( Ho F x  F o x x H1 F x)  Fo (x) for some x , where F o (x ) is a known distribution function. In this study, a goodness of fit test statistic for testing the logistic distribution based on Kullback-Leibler information as proposed by Song (2002) is studied. The logistic parameters are estimated by using several methods of estimation such as maximum likelihood, order statistics, moments, L-moments and LQ-moments. The critical value based on the statistics which involves the Kullback-Leibler information under the assumption that Ho is true is computed using Monte Carlo simulations. The performance of the test under simple random sampling is investigated. Ten different distributions are considered under the alternative hypothesis. Based on Monte Carlo simulations, for all the distributions considered, it is found that the test statistics based on estimators found by moment and LQ-moment methods have the highest power, except for Weibull (2, .5) and Gamma distributions
format	Article
author	Al-Subh .S.A, Ibrahim .K, Jemain .A.A,
spellingShingle	Al-Subh .S.A, Ibrahim .K, Jemain .A.A, Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler)
author_facet	Al-Subh .S.A, Ibrahim .K, Jemain .A.A,
author_sort	Al-Subh .S.A,
title	Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler)
title_short	Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler)
title_full	Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler)
title_fullStr	Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler)
title_full_unstemmed	Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler)
title_sort	goodness of fit test for logistic distribution involving kullback-leibler information (ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat kullback-leibler)
publisher	Penerbit Universiti Kebangsaan Malaysia
publishDate	2011
url	http://journalarticle.ukm.my/3452/ http://journalarticle.ukm.my/3452/
first_indexed	2023-09-18T19:38:48Z
last_indexed	2023-09-18T19:38:48Z
_version_	1777405451568152576

Goodness of fit test for logistic distribution involving Kullback-Leibler information (Ujian kebagusan penyuaian untuk taburan logistik menerusi maklumat Kullback-Leibler)

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