Table 4 Goodness-of-fit statistics
From: pTAS distributions with application to risk management
Test statistic | AD2UP | p-value | KS | p-value |
|---|---|---|---|---|
lognormal | 2.6582 | 0.080 | 0.8235 | 0.060 |
Weibull | 7.8001 | 0.024 | 1.7422 | 0.005 |
pTAS | 2.7823 | 0.682 | 0.6585 | 0.739 |
gamma | 3.1287 | 0.077 | 0.8612 | 0.197 |
gen.gamma | 2.6755 | 0.167 | 0.5674 | 0.697 |