A General Purpose Approximate Goodness-of-Fit Test

Abstract

Skewed distributions play an important role in the analysis of data from quality and reliability experiments. Very often unknown parameters must be estimated from the sample data in order to test whether the data has come from a certain family of distributions. Because a shape parameter appears in most skewed distributions, this goodness-of-fit test can be difficult to perform and may require extensive tables. In this paper, we propose a general purpose approximate goodness-of-fit test which requires very few critical points, is easy to carry out, and can be used to test for the validity of different families of skewed distributions.