Goodness of fit tests of the two-parameter gamma distribution against the three-parameter generalized gamma distribution

DOI10.1080/03610918.2020.1729807OpenAlexW3008241074MaRDI QIDQ5082848FDOQ5082848

Authors: Deniz Özonur, Sudhir Paul 

Publication date: 21 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1729807

Recommendations

• Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function
• Smooth tests for the gamma distribution
• A NOTE ON TESTING FOR THE PARAMETERS IN GAMMA DISTRIBUTION
• Inferential Procedures for the Generalized Gamma Distribution
• Testing the shape parameter in gamma distribution

zbMATH Keywords

Wald testlikelihood ratio testscore test\(C(\alpha)\) testgradient testtwo-parameter gamma modelthree-parameter gamma model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• maxLik: a package for maximum likelihood estimation in R
• Title not available (Why is that?)
• A Generalization of the Gamma Distribution
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
• On Optimal Asymptotic Tests of Composite Statistical Hypotheses
• Title not available (Why is that?)
• Title not available (Why is that?)
• Parameter Estimation for a Generalized Gamma Distribution
• Title not available (Why is that?)
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• Title not available (Why is that?)
• Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
• Analysis of Proportions in the Presence of over-/under-Dispersion
• Title not available (Why is that?)
• On asymptotically optimal tests of composite hypotheses
• Statistical and probabilistic methods in actuarial science.
• The gradient test. Another likelihood-based test
• The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations

Cited In (2)

• On the goodness-of-fit tests for gamma generalized linear models
• A New Formulation of Generalized Gamma: Some Results and Applications

Uses Software

• Maxlik
• maxLik

This page was built for publication: Goodness of fit tests of the two-parameter gamma distribution against the three-parameter generalized gamma distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5082848)