Composite Tests for the Gamma Distribution

Abstract

In this paper we discuss testing the hypothesis that a random sample can be modeled by a gamma distribution for the case of a known or unknown shape parameter. We introduce a new test, one based on the modified Greenwood statistic, and compare this with two presently available tests, Anderson-Darling and Locke. In this paper we emphasize how to use each of the three tests, and, based on the results of a simulation study, we recommend under what conditions each should be used.

• Anderson Darling Test
• Greenwood Statistic
• Gamma Distribution
• Probability Integral Transformation

Additional information

Notes on contributors

Samuel S. Shapiro

Dr. Samuel S. Shapiro is a Professor in the Department of Statistics. His email address is [email protected].

Ling Chen

Dr. Ling Chen is an Associate Professor in the Department of Statistics. Her email address is [email protected].