[R] Anderson-Darling for Gamma Distribution, and Extreme Value Distribution
ann young
ghtns at hotmail.com
Fri Apr 20 09:17:17 CEST 2007
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.
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References
1. http://g.msn.com/8HMBENUS/2731??PS=47575
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