ann young
2007-Apr-20 07:17 UTC
[R] Anderson-Darling for Gamma Distribution, and Extreme Value Distribution
Any examples of implementing Anderson-Darling for Gamma Distribution quickly: that is, getting critical values for different sample sizes for different values of the Gamma distribution parameters in order to do the Goodneess of fit test? These appear difficult to get since there are an infinte number of values for the distribution parameters. To run this test on many models (e.g., say each traffic light at an intersection in a city for 1 minute at the start or the common lunch hour of 11:30 AM each day), takes too long to simulate to get the critical values. Looking for appoximations so that when I the mle estimates of the distribution parameters for Gamma, I can then do a quick Goodness of fit test to see if the data distribution is Gamma. I have quick search tables or approximating equations for the other common distbutions (Exp, Norm, Weibull, ect.), but not the Gamma. _________________________________________________________________ [1]Need a break? Find your escape route with Live Search Maps. References 1. http://g.msn.com/8HMBENUS/2731??PS=47575