[R] Goodness-of-fit test for gamma distribution?

From: Sean Connolly <sean.connolly_at_jcu.edu.au>
Date: Fri, 18 May 2007 15:20:52 +1000

Hi all,

I am wondering if anyone has written (or knows of) a function that will conduct a goodness-of-fit test for a gamma distribution. I am especially interested in test statistics have some asymptotic parametric distribution that is independent of sample size or values of fitted parameters (e.g., a chi-squared distribution with some fixed df), because I want to fit gamma distributions to a large number of data sets (of varying sample size), and then compare the frequency distribution of test statistics with their expected distribution under the null hypothesis that the data really are gamma-distributed. An example might be the test proposed in Kallioras et al, 2006, Communications in Statistics--Theory and Methods 35: 527-540.

Thanks in advance.

Regards,
Sean



Sean R. Connolly, PhD
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