Smooth tests for the gamma distribution

• Published in: Journal of statistical computation and simulation Vol. 81; no. 7; pp. 843 - 855
• Main Authors: De Boeck, B., Thas, O., Rayner, J. C.W., Best, D. J.
• Format: Journal Article
• Language: English
• Published: Abingdon Taylor & Francis 01-07-2011; Taylor & Francis Ltd
• Subjects: 62-02; Anderson-Darling test; Coefficient of variation; Computation; Computer simulation; Empirical analysis; empirical Laplace transform; empirical moment generating function; generalized smooth tests; Goodness of fit; Laplace transforms; Mathematical analysis; Mathematical models; Probability distribution
• ISSN: 0094-9655; 1563-5163
• DOI: 10.1080/00949650903520936

The gamma distribution is often used to model data with right skewness. Smooth tests of goodness of fit are proposed for this distribution. Their powers are compared with powers of the Anderson-Darling test and tests based on the empirical Laplace transform, the empirical moment generating function and the independence of the mean and coefficient of variation that characterizes the gamma distribution.