Goodness-of-fit tests for the Gompertz distribution. Issue 10 (18th May 2016)

• Record Type: Journal Article
• Authors: Lenart, Adam; Missov, Trifon I.
• Is Part Of: Communications in statistics. Volume 45:Issue 10(2016)
• Page Start: 2920
• Page End: 2937
• Publication Date: 2016-05-18
• Subjects: Goodness-of-fit, Anderson-Darling statistic, Correlation coeffiicient, Moments, Extreme value distribution, Empirical critical values; Primary: 62N03; Secondary: 62F03; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.892323
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: While the Gompertz distribution is often fitted to lifespan data, testing whether the fit satisfies theoretical criteria is being neglected. Here four goodness-of-fit measures – the Anderson–Darling statistic, the correlation coefficient test, a statistic using moments, and a nested test against the generalized extreme value distributions – are discussed. Along with an application to laboratory rat data, critical values calculated by the empirical distribution of the test statistics are also presented.