Journal of Korean Society for Quality Management (품질경영학회지)
- Volume 24 Issue 4
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- Pages.103-111
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- 1996
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- 1229-1889(pISSN)
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- 2287-9005(eISSN)
An Anderson-Darling Goodness-of-Fit Test for the Gamma Distribution
Abstract
This paper provides a test of the composite hypothesis that a random sample is (two parameter) gamma distributed when both the scale and shape parameters are estimated from the data. The test statistic is a variant of the usual Anderson-Darling statistic, the primary difference being that the statistic is based on the maximum likelihood estimator of the shape parameter of the assumed gamma distribution. The percentage points are developed via simulation and are presented graphically. Examples are provided.
Keywords