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

DOI10.1080/03610918.2020.1729807MaRDI QIDQ5082848zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Statistics (62-XX)

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

Cites work

• scientific article; zbMATH DE number 3155150 (Why is no real title available?)
• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 1292349 (Why is no real title available?)
• scientific article; zbMATH DE number 1934913 (Why is no real title available?)
• scientific article; zbMATH DE number 3052144 (Why is no real title available?)
• A Generalization of the Gamma Distribution
• Analysis of Proportions in the Presence of over-/under-Dispersion
• Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
• On Optimal Asymptotic Tests of Composite Statistical Hypotheses
• On asymptotically optimal tests of composite hypotheses
• Parameter Estimation for a Generalized Gamma Distribution
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• Statistical and probabilistic methods in actuarial science.
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
• The gradient test. Another likelihood-based test
• The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations
• maxLik: a package for maximum likelihood estimation in R

Cited in

(2)

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

Describes a project that uses

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)