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Smooth tests for the gamma distribution

Bert De Boeck (UGent) , Olivier Thas (UGent) , JCW Rayner and DJ Beste
(2011) JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. 81(7). p.843-855
Author
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Abstract
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.
Keywords
empirical Laplace transform, Anderson-Darling test, generalized smooth tests, goodness of fit, FIT, COEFFICIENT, empirical moment generating function, PARAMETERS

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Citation

Please use this url to cite or link to this publication:

MLA
De Boeck, Bert et al. “Smooth Tests for the Gamma Distribution.” JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 81.7 (2011): 843–855. Print.
APA
De Boeck, B., Thas, O., Rayner, J., & Beste, D. (2011). Smooth tests for the gamma distribution. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 81(7), 843–855.
Chicago author-date
De Boeck, Bert, Olivier Thas, JCW Rayner, and DJ Beste. 2011. “Smooth Tests for the Gamma Distribution.” Journal of Statistical Computation and Simulation 81 (7): 843–855.
Chicago author-date (all authors)
De Boeck, Bert, Olivier Thas, JCW Rayner, and DJ Beste. 2011. “Smooth Tests for the Gamma Distribution.” Journal of Statistical Computation and Simulation 81 (7): 843–855.
Vancouver
1.
De Boeck B, Thas O, Rayner J, Beste D. Smooth tests for the gamma distribution. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. 2011;81(7):843–55.
IEEE
[1]
B. De Boeck, O. Thas, J. Rayner, and D. Beste, “Smooth tests for the gamma distribution,” JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, vol. 81, no. 7, pp. 843–855, 2011.
@article{885924,
  abstract     = {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.},
  author       = {De Boeck, Bert and Thas, Olivier and Rayner, JCW and Beste, DJ},
  issn         = {0094-9655},
  journal      = {JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION},
  keywords     = {empirical Laplace transform,Anderson-Darling test,generalized smooth tests,goodness of fit,FIT,COEFFICIENT,empirical moment generating function,PARAMETERS},
  language     = {eng},
  number       = {7},
  pages        = {843--855},
  title        = {Smooth tests for the gamma distribution},
  url          = {http://dx.doi.org/10.1080/00949650903520936},
  volume       = {81},
  year         = {2011},
}
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