On the Comparison of Several Goodness of Fit tests under Simple Random Sampling and Ranked Set Sampling

Many works have been carried out to compare the efficiency of several goodness of fit procedures for identifying whether or not a particular distribution could adequately explain a data set. In this paper a study is conducted to investigate the power of several goodness of fit tests such as Kolmogorov Smirnov (KS), Anderson-Darling(AD), Cramer- von- Mises (CV) and a proposed modification of Kolmogorov-Smirnov goodness of fit test which incorporates a variance stabilizing transformation (FKS). The performances of these selected tests are studied under simple random sampling (SRS) and Ranked Set Sampling (RSS). This study shows that, in general, the Anderson-Darling (AD) test performs better than other GOF tests. However, there are some cases where the proposed test can perform as equally good as the AD test.

Authors:

• F. Azna A. Shahabuddin
• Kamarulzaman Ibrahim
• Abdul Aziz Jemain

Keywords:

• Empirical distribution function
• goodness-of-fit
• order statistics
• ranked set sampling

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