EDF Statistics for Testing for the Gamma Distribution with Application to Testing for Equal Variances.

Abstract

Asymptotic percentage points are given for statistics (W sup 2), (U sup 2) and (A sup 2), calculated from the empirical distribution function (EDF) of random variables (z sub i). The (z sub i) are obtained from random variables (x sub i) by (z sub i) = theta *(x sub i) where theta* is an appropriate estimator of an unknown theta. The EDF statistics are used to test that theta(x) is Gamma distributed. An application is given to testing for homogeneity of variances.

Document Details

Document Type
Technical Report
Publication Date
Sep 02, 1975
Accession Number
ADA016596

Entities

People

  • M. A. Stephens

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Distribution Functions
  • Estimators
  • Homogeneity
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Random Variables
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.