Minimum Kolmogorov–Smirnov test statistic parameter estimates

MD Weber, LM Leemis, RK Kincaid - Journal of Statistical …, 2006 - Taylor & Francis
Journal of Statistical Computation and Simulation, 2006Taylor & Francis
We present and implement an algorithm for computing the parameter estimates in a
univariate probability model for a continuous random variable that minimizes the
Kolmogorov–Smirnov test statistic. The algorithm uses an evolutionary optimization
technique to solve for the estimates. Several simulation experiments demonstrate the
effectiveness of this approach.
We present and implement an algorithm for computing the parameter estimates in a univariate probability model for a continuous random variable that minimizes the Kolmogorov–Smirnov test statistic. The algorithm uses an evolutionary optimization technique to solve for the estimates. Several simulation experiments demonstrate the effectiveness of this approach.
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