Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis

DOI

10.2991/jrarc.2015.5.3.5How to use a DOI?

Keywords

Test method, Frequency analysis, Chi-Square, Kolmogorov-Smirnov, Anderson-Darling

Abstract

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.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - JOUR
AU  - Xiankui Zeng
AU  - Dong Wang
AU  - Jichun Wu
PY  - 2015
DA  - 2015/10/31
TI  - Evaluating the Three Methods of Goodness of Fit Test for Frequency Analysis
JO  - Journal of Risk Analysis and Crisis Response
SP  - 178
EP  - 187
VL  - 5
IS  - 3
SN  - 2210-8505
UR  - https://doi.org/10.2991/jrarc.2015.5.3.5
DO  - 10.2991/jrarc.2015.5.3.5
ID  - Zeng2015
ER  -