A Modified Anderson Darling Goodness-of-Fit Test for the Gamma Distribution with Unknown Scale and Location Parameters
Abstract
A new modified Anderson-Darling goodness-of-fit test is introduced for the three-parameter Gamma distribution when the location parameter is found by minimum distance estimation and scale parameter by maximum likelihood estimation. Monte Carlo simulation studies were performed to calculate the critical values for A-D test when A-D statistic is minimized. These critical values are then used for testing whether a set of observations follows a Gamma distribution when the scale and location parameters axe unspecified and are estimated from the sample. Functional relationship between the critical values of A-D is also examined for each shape parameter by the variables, sample size (n) and significance level (a). The power study is performed with the hypothesized Gamma against alternate distributions. Comparison with the previous study which uses MLEs for location and scale showed that the modified test is better in most cases.... Gamma distribution, Goodness-of-fit, Monte Carlo simulation, Anderson-Darling, Minimum distance, Maximum likelihood, Parameter estimation.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 08, 1993
- Accession Number
- ADA262486
Entities
People
- Tamer Ozmen
Organizations
- Air Force Institute of Technology