Tests for gamma distribution based on its independence property
Files
Issued Date
2015
Available Date
Copyright Date
Resource Type
Series
Edition
Language
eng
File Type
application/pdf
No. of Pages/File Size
96 leaves
ISBN
ISSN
eISSN
Other identifier(s)
b191877
Identifier(s)
Access Rights
Access Status
Rights
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
Rights Holder(s)
Physical Location
National Institute of Development Administration. Library and Information Center
Bibliographic Citation
Citation
Bandhita Plubin (2015). Tests for gamma distribution based on its independence property. Retrieved from: https://repository.nida.ac.th/handle/662723737/5759.
Title
Tests for gamma distribution based on its independence property
Alternative Title(s)
Author(s)
Editor(s)
Advisor(s)
Advisor's email
Contributor(s)
Contributor(s)
Abstract
There are two test statistics proposed in this study in order to test whether data come from a gamma distribution. Both of the proposed test statistics are developed from a modified Kendall coefficient based on the independence property of a gamma distribution. The first one is asymptotically distributed as standard normal and the limit distribution function of the second one was improved using an Edgeworth expansion and the Jackknife method. They are invariant to scale parameters and perform substantially better than existing tests in terms of Type I error rate and test power, especially in cases with samples of moderate size.
Table of contents
Description
Thesis (Ph.D. (Statistics))--National Institute of Development Administration, 2015