Smooth tests for the gamma distribution

Authors

B De Boeck, Ghent University
Olivier Thas, Ghent UniversityFollow
J. C. W Rayner, University of NewcastleFollow
Donald John Best, University of NewcastleFollow

RIS ID

43331

Publication Details

De Boeck, B., Thas, O., Rayner, J. J. W. & Best, D. J. (2011). Smooth tests for the gamma distribution. Journal of Statistical Computation and Simulation, 81 (7), 843-855.

Abstract

The gamma distribution is often used to model data with right skewness. Smooth tests of goodness of fit are proposed for this distribution. Their powers are compared with powers of the Anderson–Darling test and tests based on the empirical Laplace transform, the empirical moment generating function and the independence of the mean and coefficient of variation that characterizes the gamma distribution.