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Full-Text Articles in Physical Sciences and Mathematics
A New Sequential Goodness-Of-Fit Test For A Family Of Two Parameter Gamma Distributions With Known Shape Based On Skewness And Q-Statistic, Jae Suk Park
Theses and Dissertations
The objective of this research is to develop a new goodness-of-fit test for the gamma distribution. The gamma distribution is widely used for reliability and failure time estimations in the real world. Several methods to measure the fit of data to a hypothesized distribution are commonly used such as the chi-squared test, and Anderson- Darling test. The most important aspect of these tests is how well the results reflect the distribution family. This research will use the sequential test with skewness and Q- statistic as test statistics for fitting a gamma distribution. The main idea of a sequential test is …
A New Sequential Goodness Of Fit Test For The Three-Parameter Gamma Distribution With Known Shape Based On Skewness And Kurtosis, Chil Ho Park
Theses and Dissertations
This research presents a new sequential goodness of fit test for the three-parameter gamma distribution with a known shape. The test is accomplished by employing two new tests, sample skewness and sample kurtosis, sequentially as test statistics. Unlike the typical goodness of fit test, using parameter estimation methods such as maximum likelihood estimation and minimum distance estimation, this test using the two test statistics above does not involve a substantial degree of computational complexity. Large Monte Carlo simulation has been used to determine critical values and overall significance levels for all combinations of the two tests, and to conduct extensive …