Beta Distribution Goodness of Fit: A Comparative Study of Anderson-Darling, Kolmogorov-Smirnov, Shapiro-Francia and Chi-Square Tests
Mezbahur Rahman *
Department of Mathematics and Statistics, Minnesota State University, Mankato, USA.
*Author to whom correspondence should be addressed.
Abstract
The Beta Distribution is widely used in statistical applications. It has numerous applications in various fields, including reliability applications and manufacturing quality control. In this study, Beta Distribution Goodness-of-fit procedures are illustrated. A comparative study between the Anderson-Darling, Kolmogorov-Smirnov, Shapiro-Francia, and Chi-square goodness-of-fit test in testing for Beta distribution is performed using simulation. Performance of Kolmogorov–Smirnov test is more consistent than other tests considered.
Keywords: Anderson-darling test, beta-normal composite distribution, kolmogorovsmirnov test, shapiro-francia test, truncated normal distribution