A multi-criterion evaluation approach to selection of the best statistical distribution

Yiqiang Wang; Richard C.M. Yam; Ming J. Zuo

doi:10.1016/j.cie.2004.06.003

Author(s)

Yiqiang Wang
Richard C.M. Yam
Ming J. Zuo

Related Research Unit(s)

City University of Hong Kong

Detail(s)

Original language	English
Pages (from-to)	165-180
Journal / Publication	Computers and Industrial Engineering
Volume	47
Issue number	2-3
Publication status	Published - Nov 2004

Link(s)

DOI	DOI https://doi.org/10.1016/j.cie.2004.06.003 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-6344254953&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(22f97a90-9b8f-4556-b47d-2f9865a08e49).html

Abstract

Using traditional statistical analysis methods one chooses a hypothesized distribution to describe the observed data, estimate the distribution parameters, and then apply the Kolmogorov-Smirnov test statistic D_max or the Chi-square test statistic χ² to test the goodness of fit. Observing that the D_max statistic considers only the information on cumulative distribution function (CDF), we have proposed a multi-criterion decision-making approach considering not only the D_max statistic but also the errors in CDF, the errors in probability distribution function, the errors in skewness and kurtosis, and experts' preference. A case study is provided to illustrate the use of the proposed approach. © 2004 Elsevier Ltd. All rights reserved.

Research Area(s)

Decision-making, Goodness of fit, Hypothesis testing, Multicriterion, Statistics

Citation Format(s)

[ RIS ] [ BibTeX ]

A multi-criterion evaluation approach to selection of the best statistical distribution. / Wang, Yiqiang; Yam, Richard C.M.; Zuo, Ming J.

In: Computers and Industrial Engineering, Vol. 47, No. 2-3, 11.2004, p. 165-180.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Wang, Y, Yam, RCM & Zuo, MJ 2004, 'A multi-criterion evaluation approach to selection of the best statistical distribution', Computers and Industrial Engineering, vol. 47, no. 2-3, pp. 165-180. https://doi.org/10.1016/j.cie.2004.06.003

Wang, Y., Yam, R. C. M., & Zuo, M. J. (2004). A multi-criterion evaluation approach to selection of the best statistical distribution. Computers and Industrial Engineering, 47(2-3), 165-180. https://doi.org/10.1016/j.cie.2004.06.003

Wang Y, Yam RCM, Zuo MJ. A multi-criterion evaluation approach to selection of the best statistical distribution. Computers and Industrial Engineering. 2004 Nov;47(2-3):165-180. https://doi.org/10.1016/j.cie.2004.06.003

Wang, Yiqiang ; Yam, Richard C.M. ; Zuo, Ming J. / A multi-criterion evaluation approach to selection of the best statistical distribution. In: Computers and Industrial Engineering. 2004 ; Vol. 47, No. 2-3. pp. 165-180.