Modified Anderson-Darling test for Extreme Value Distribution for maxima

版本 1.0.0.0 (2.4 KB) 作者: Isabella Osetinsky-Tzidaki
ModifiedADforGumbel calculates Modified Anderson-Darling test statistic and estimates p-value
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ModifiedADforGumbel calculated Modified Anderson-Darling test statistic and estimates p-value for Extreme Value distribution (GEV tYpe I) for maxima. The EV parameters are eslimated by the Method of Moments that especially suits for small samples. A p-value is estimated by Monte-Carlo method.

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Isabella Osetinsky-Tzidaki (2024). Modified Anderson-Darling test for Extreme Value Distribution for maxima (https://www.mathworks.com/matlabcentral/fileexchange/55543-modified-anderson-darling-test-for-extreme-value-distribution-for-maxima), MATLAB Central File Exchange. 检索时间: .

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