Research Article

A New Goodness-of-Fit Test for the Two-Parameter Gamma Distribution

Authors

  • Mbanefo S. Madukaife Department of Statistics, University of Nigeria, Nsukka, Enugu State, Nigeria

Abstract

This paper proposes a new goodness-of-fit for the two-parameter distribution. It is based on a function of squared distances between empirical and theoretical quantiles of a set of observations being hypothesized to have come from the gamma distribution. The critical values of the proposed statistic are evaluated through extensive simulations of the unit-scaled gamma distributions and computations. The empirical powers of the statistic are obtained and compared with some well-known tests for the gamma distribution, and the results show that the proposed statistic can be recommended as a test for the gamma distribution.

Article information

Journal

Journal of Mathematics and Statistics Studies

Volume (Issue)

2 (2)

Pages

68-73

Published

2021-12-30

How to Cite

Madukaife, M. S. (2021). A New Goodness-of-Fit Test for the Two-Parameter Gamma Distribution. Journal of Mathematics and Statistics Studies, 2(2), 68-73. https://doi.org/10.32996/jmss.2021.2.2.9

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Keywords:

Two-parameter gamma distribution, quantile function, goodness-of-fit test, empirical critical value, empirical power of a test, distance function.