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New Goodness-of-Fit Tests for the Kumaraswamy Distribution

Author

Listed:
  • David E. Giles

    (Department of Economics, University of Victoria, 3800 Finnerty Rd, Victoria, BC V8W 2Y2, Canada
    Retired.
    Current address: 58 Rock Lake Court, RR1, Bancroft, ON K0L 1C0, Canada)

Abstract

The two-parameter distribution known as the Kumaraswamy distribution is a very flexible alternative to the beta distribution with the same (0,1) support. Originally proposed in the field of hydrology, it has subsequently received a good deal of positive attention in both the theoretical and applied statistics literatures. Interestingly, the problem of testing formally for the appropriateness of the Kumaraswamy distribution appears to have received little or no attention to date. To fill this gap, in this paper, we apply a “biased transformation” methodology to several standard goodness-of-fit tests based on the empirical distribution function. A simulation study reveals that these (modified) tests perform well in the context of the Kumaraswamy distribution, in terms of both their low size distortion and respectable power. In particular, the “biased transformation” Anderson–Darling test dominates the other tests that are considered.

Suggested Citation

  • David E. Giles, 2024. "New Goodness-of-Fit Tests for the Kumaraswamy Distribution," Stats, MDPI, vol. 7(2), pages 1-16, April.
    • Handle: RePEc:gam:jstats:v:7:y:2024:i:2:p:23-388:d:1380521
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