Goodness of fit tests and power comparisons for weighted gamma distribution

Goodness of fit tests and power comparisons for weighted gamma distribution

In this paper, a weighted version of Gamma distribution known as Weighted Gamma (WG) distribution has been considered. Various tests of goodness of fit viz Kolmogorov-Smirnov, Cramer-von Mises and Anderson-Darling have been applied to this family. Monte Carlo simulations have been carried out for po...

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Veröffentlicht in:Revstat 2016-02, Vol.14 (1), p.29
Hauptverfasser: Singla, Neetu, Jain, Kanchan, Sharma, Suresh Kumar
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
Cramér–von Mises and Anderson–Darling
Distribution (Probability theory)
Kolmogorov–Smirnov
Mathematical research
Monte Carlo method
power
Weighted Gamma
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Zusammenfassung:In this paper, a weighted version of Gamma distribution known as Weighted Gamma (WG) distribution has been considered. Various tests of goodness of fit viz Kolmogorov-Smirnov, Cramer-von Mises and Anderson-Darling have been applied to this family. Monte Carlo simulations have been carried out for power calculations. The powers of these tests have been compared which helps in ranking of these goodness of fit tests. Key-Words: Weighted Gamma; Kolmogorov-Smirnov; Cramer-von Mises and Anderson-Darling; power. AMS Subject Classification: * 62E15, 62F03.
ISSN:1645-6726
2183-0371
DOI:10.57805/revstat.v14i1.177