Cramér-von Mises and Anderson-Darling Goodness-of-Fit Tests for the Two-Parameter Kappa Distribution

Abstract

In hydrology, one often needs to use goodness-of-fit tests to describe how well a statistical frequency model fits a set of observations. The two-parameter kappa (KAP2) distribution is a frequency model that has already shown useful hydrological applications. The Cramér-von Mises and the Anderson-Darling tests are among the most frequently used goodness-of-fit tests in statistical practice. To apply these tests to the KAP2 distribution, statistical tables of critical values are needed. Such tables already exist for various other statistical distributions, but have not yet been developed for KAP2. This paper fills the gap by developing such tables for the KAP2 distribution. These tables are based on large sample theory, but correction formulas are also provided that make them applicable to small samples. KAP2 and the generalized Pareto distribution (GPD) are two subfamilies of the four-parameter kappa distribution that have been used in extreme value hydrological applications in the past. A detailed example is given that shows the usefulness of the KAP2 model for fitting some types of extreme hydrological data, and another example is provided to show how KAP2 may be used as an alternative to the GPD in certain extreme value applications.