Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function

DOI10.1080/03610920500476424zbMATH Open1084.62016OpenAlexW2126166398MaRDI QIDQ5201512FDOQ5201512

Authors: Athanasios G. Kallioras, Ioannis A. Koutrouvelis, George C. Canavos 

Publication date: 19 April 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500476424

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zbMATH Keywords

tablesgoodness-of-fittwo-parameter gamma distributionempirical moment generating functionthree-parameter gamma distributionminimum chi-squared tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• A test for the composite hypothesis that a population has a gamma distribution
• Estimating Mixtures of Normal Distributions and Switching Regressions
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• Discrimination between the Log-Normal and the Weibull Distributions
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• Theory & Methods: Estimating the parameters of Poisson‐exponential models

Cited In (24)

• A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
• Title not available (Why is that?)
• A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation
• TEST OF FIT FOR THE INVERSE GAUSSIAN AND GAMMA DISTRIBUTIONS UNDER CENSORING
• The empirical moment process in testing for the generalized two-sided power distribution
• Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
• Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
• Inference procedures for the variance gamma model and applications
• Title not available (Why is that?)
• On testing the log-gamma distribution hypothesis by bootstrap
• On a test of normality based on the empirical moment generating function
• Integral transform methods in goodness-of-fit testing. I: The gamma distributions
• A variance ratio test of fit for Gamma distributions
• Normality testing for a long-memory sequence using the empirical moment generating function
• Smooth tests for the gamma distribution
• Testing skew normality via the moment generating function
• Cumulant plots for assessing the gamma distribution
• Graphical procedures and goodness-of-fit tests for the compound Poisson-exponential distribution
• Smooth tests of fit for censored gmma samples
• Distribution of average length of stay of tourists' in Bhutan
• A new characterization of the Gamma distribution and associated goodness-of-fit tests
• Kolmogorov-Smirnov Type Test-Statistics For The Gamma, Erlang-2 And The Inverse Gaussian Distributions When The Parameters Are Unknown.
• On generalized tests of fit for multinomial populations
• Modified goodness of fit tests in gamma regression

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