Research Article
Risk Analysis of Gold Prices in Pakistan Using Extreme Value Theory
Table 4
Goodness-of-fit tests for GEV distribution.
| Tests | K-S test | A-D test | Chi-square test |
| Values | Statistic | value | Statistic | value | Statistic | value |
| Month | 0.0573 | 0.8251 | 2.0966 | 0.0814 | 0.4282 | 1 | Quarter | 0.2201 | 0.0933 | 0.5245 | 0.7205 | 0.1076 | 1 | Year | 0.3510 | 0.1319 | 0.2995 | 0.9375 | 0.0312 | 1 |
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