On Goodness-of-Fit Tests for the Two-Parameter Weibull Distribution Derived from the Stabilized Probability Plot
研究了基于稳定概率图的Michael统计量Dsp和相关系数Rsp用于双参数威布尔分布拟合优度检验,发现参数用Blom方法估计时Dsp有高检验功效,并得到将Rsp零分布化为标准正态的变换族。
Michael's statistic Dsp, based on the stabilized probability plot, is considered for the assessment of goodness of fit of a two-parameter Weibull distribution. This statistic is shown to have high power when the parameters are estimated using a procedure due to Blom (1958). The correlation coefficient of the stabilized plot, Rsp, is also proposed as a test statistic for this situation. Finally a family of transformations is obtained to reduce the null distribution of Rsp to standard normality.