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A Simulation Study Goodness-of-Fit Tests for the Skewed Normal Distribution

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Chaos, Complexity and Leadership 2012

Part of the book series: Springer Proceedings in Complexity ((SPCOM))

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Abstract

This research is based on the insufficiency of the normal distribution known as EDF goodness-of fit tests(Kolmogorov-Smirnov (K-S), Anderson-Darling (A-D) and Cramer-von Mises (W)). Thus by adding another component which has been proven to be viable (Liao-Shimokawa (Ln)) a Monte-Carlo simulation technique have been made to make comparison. In simulation, α = 5 β = 1 as gamma distribution μ = 0 σ = 1 Extreme-Value, α = 2 β = 1 Weibull ve degrees of freedom χ 2 distributions have been used.

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Correspondence to Emre E. Sarısoy .

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Sarısoy, E.E., Potas, N., Kara, M. (2014). A Simulation Study Goodness-of-Fit Tests for the Skewed Normal Distribution. In: Banerjee, S., Erçetin, Ş. (eds) Chaos, Complexity and Leadership 2012. Springer Proceedings in Complexity. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-7362-2_36

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  • DOI: https://doi.org/10.1007/978-94-007-7362-2_36

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  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-007-7361-5

  • Online ISBN: 978-94-007-7362-2

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