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

From: Petr Klasterecky <klaster_at_karlin.mff.cuni.cz>
Date: Fri, 18 May 2007 07:40:52 +0200

Sean Connolly napsal(a):
> 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

The GOF test will always depend on the parameter values, since it has to estimate them (if you don't provide them yourself). Anyway, the gamma family is so versatile that you can fit *some* gamma distribution to almost any nonnegative continuous data.

Maybe it is easier and sufficient to use the Kolmogorov - Smirnov test, that is implemented as ks.test() in R. However, I am not able to check your reference, so my comment may not be what you want at all.

Petr

> 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
> Associate Professor
> ARC Centre of Excellence for Coral Reef Studies, and
> School of Marine and Tropical Biology
> James Cook University
> Townsville, QLD 4811
> AUSTRALIA
> Ph: 61 7 4781 4242
> Fax: 61 7 4725 1570
> http://www.coralcoe.org.au/research/seanconnolly.html
> http://www.jcu.edu.au/school/mbiolaq/staff/sconnolly.html
>
> ECOLOGICAL MODELLING LAB:
> http://www.jcu.edu.au/school/mbiolaq/ind_labs/modelling/index.html
>
> VISIT THE NEW CENTRE OF EXCELLENCE FOR CORAL REEF STUDIES
> at http://www.coralcoe.org.au
>
> *********************************************
> "I've only ever wanted to be either a rock star or an English professor"
> -- Michael Wilson
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help_at_stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Petr Klasterecky
Dept. of Probability and Statistics
Charles University in Prague
Czech Republic

______________________________________________
R-help_at_stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Fri 18 May 2007 - 05:45:34 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Fri 18 May 2007 - 08:30:58 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.