Physical Sciences and Mathematics Commons^™

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 …