Generalized minimum χ2 test for the extreme values

There are some difficulties in applying the Pearson’s Chi-Square Test for the continuous distribution. The problems include how to form class intervals for the test of fit, how to employ in the test when the estimators of parameters are obtained from the ungrouped sample, so on. In order to solve these problems, we use the generalized minimum Chi-Square technique which is a test free of the complications associated with the Peason’s Chi-Square test. This paper show how to apply the goodness of fit tests based on generalized minimum Chi-Square technique to the extreme values.