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

DOI10.1080/03610920500476424MaRDI QIDQ5201512zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 46697 (Why is no real title available?)
• scientific article; zbMATH DE number 49622 (Why is no real title available?)
• scientific article; zbMATH DE number 192925 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• A test for the composite hypothesis that a population has a gamma distribution
• Discrimination between the Log-Normal and the Weibull Distributions
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Estimation in the three-parameter gamma distribution based on the empirical moment generation function
• Theory & Methods: Estimating the parameters of Poisson‐exponential models

Cited in

(24)

• A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation
• scientific article; zbMATH DE number 5954141 (Why is no real title available?)
• A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
• The empirical moment process in testing for the generalized two-sided power distribution
• TEST OF FIT FOR THE INVERSE GAUSSIAN AND GAMMA DISTRIBUTIONS UNDER CENSORING
• Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
• Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
• Inference procedures for the variance gamma model and applications
• scientific article; zbMATH DE number 4180572 (Why is no real title available?)
• 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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