Establishing Confidence Interval for Goodness-of-Fit Test by Stochastic Simulation
Date Issued
2005
Date
2005
Author(s)
Wu, Yii-Chen
DOI
zh-TW
Abstract
Hydrological frequency analysis is one of important things for hydrological engineering design. The result of frequency analysis will affect the safety of constructions. We mainly use χ2 test or K-S test to decide probability distribution in tradition. But our sample data is usually in small size and high skewness, so we need to evaluate the power of test. When fitting probability distributions, we also can use moment ratio diagram which is constructed by third moment and fourth moment. Different probability distributions have its specific type of moment ratio diagram, so we can use this characteristic to recognize probability distribution of sample data. In this study, the confidence intervals of different sample sizes of normal probability distribution will be established. It can be used to decide sample probability distribution. From the reason of L-moment method has smaller bias than moment method in parameters estimation, we also try to use it to make L-moment ratio diagram for probability distribution recognition.
The results of this research indicate that the shape of confidence interval established for Goodness-of-Fit test is similar to fore studies. In the test result of confidence interval, the accuracy of moment and L-moment methods approximate to 95%, so the process of establishing confidence intervals for Goodness-of-Fit test is indeed feasible.
Subjects
序率模擬
適合度檢定
信賴區間
動差法
線性動差法
Stochastic simulation
Goodness-of-fit test
Confidence interval
Moment method
L-moment method.
Type
thesis