Two- and Three-Parameter Weibull Goodness-of-Fit Tests

摘要

Extensive tables of goodness-of-fit critical values for the two- and three-parameter Weibull distributions are developed through simulation for the Kolmogorov-Smirnov statistic, the Anderson-Darling statistic, and Shapiro-Wilk-type correlation statistics. Approximating formulas for the critical values are derived and compared with values in the tables. Power studies using several different distributional forms show that the Anderson-Darling statistic is the most sensitive to lack of fit of a two-parameter Weibull and correlation statistics of the Shapiro-Wilk type the most sensitive to departures from a three-parameter Weibull.