Accession Number : ADA262486


Title :   A Modified Anderson Darling Goodness-of-Fit Test for the Gamma Distribution with Unknown Scale and Location Parameters


Descriptive Note : Master's thesis


Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSONAFB OH


Personal Author(s) : Ozmen, Tamer


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a262486.pdf


Report Date : 08 Mar 1993


Pagination or Media Count : 127


Abstract : A new modified Anderson-Darling goodness-of-fit test is introduced for the three-parameter Gamma distribution when the location parameter is found by minimum distance estimation and scale parameter by maximum likelihood estimation. Monte Carlo simulation studies were performed to calculate the critical values for A-D test when A-D statistic is minimized. These critical values are then used for testing whether a set of observations follows a Gamma distribution when the scale and location parameters axe unspecified and are estimated from the sample. Functional relationship between the critical values of A-D is also examined for each shape parameter by the variables, sample size (n) and significance level (a). The power study is performed with the hypothesized Gamma against alternate distributions. Comparison with the previous study which uses MLEs for location and scale showed that the modified test is better in most cases.... Gamma distribution, Goodness-of-fit, Monte Carlo simulation, Anderson-Darling, Minimum distance, Maximum likelihood, Parameter estimation.


Descriptors :   *STATISTICAL SAMPLES , *GOODNESS OF FIT TESTS , TEST AND EVALUATION , COMPUTER PROGRAMS , SIMULATION , SIZES(DIMENSIONS) , DISTRIBUTION , MODIFICATION , PARAMETERS , MAXIMUM LIKELIHOOD ESTIMATION , COMPARISON , OBSERVATION , SHAPE , STATISTICS , VARIABLES , SCALE , AXES , POWER , VALUE


Subject Categories : Statistics and Probability


Distribution Statement : APPROVED FOR PUBLIC RELEASE