Sean Connolly
2007-May-18 07:35 UTC
[R] Fwd: Re: Goodness-of-fit test for gamma distribution?
Thanks Petr. Comments below: At 03:40 PM 18/05/2007, Petr Klasterecky wrote:>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 somePetr's reply:>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.Sean's reply to Petr: An example of what I'm looking for would be the "K-squared" statistic that tests for normality (D'Agostino and Pearson 1973, Biometrika 60: 613, also in Zar, 1996, Biostatistical Analysis, p89). The expected distribution of the test statistic is approximately chi-squared with 2df, regardless of values of estimated parameters or sample size (provided sample size is sufficiently large). Petr's reply:>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.Sean's reply to Petr: My understanding is that the K-S test requires that parameters be specified (i.e., not estimated from data), and that the test statistic depends on sample size. Am I missing something? Thanks again. 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 >>______________________________________________ >>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
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