The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution

Konstantinos Tolikas, Saeed Heravi

Research output: Contribution to journalArticle

Abstract

Anderson–Darling goodness-of-fit test percentage points are given for the three-parameter lognormal distribution for both the cases of positive skewness and a lower bound and negative skewness and an upper bound. The focus is on the most practical case when all parameters are unknown and must be estimated from the sample data. Fitted response functions for the critical values based on the shape parameter and sample size are reported to avoid using a vast array of tables.
Original languageEnglish
Pages (from-to)3135-3143
Number of pages10
JournalCommunications in Statistics - Theory and Methods
Volume37
Issue number19
DOIs
Publication statusPublished - 24 Sep 2008

Keywords

  • Anderson–Darling goodness-of-fit test
  • L-moments
  • Probability weighted moments
  • Three-parameter lognormal distribution

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