[R] Goodness-of-fit test for gamma distribution?

[Petr Klasterecky]

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 some 

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.

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.

Petr

> fixed df), because I want to fit gamma distributions to a large 
> number of data sets (of varying sample size), and then compare the 
> frequency distribution of test statistics with their expected 
> distribution under the null hypothesis that the data really are 
> gamma-distributed. An example might be the test proposed in Kallioras 
> et al, 2006, Communications in Statistics--Theory and Methods 35: 527-540.
> 
> Thanks in advance.
> 
> Regards,
> Sean
> 
> 
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-- 
Petr Klasterecky
Dept. of Probability and Statistics
Charles University in Prague
Czech Republic