[R] Goodness of fit for gamma distributions

Dan31415 d.m.mitchell at reading.ac.uk
Mon Jan 26 17:38:26 CET 2009


I'm looking for goodness of fit tests for gamma distributions with large data
sizes. I have a matrix with around 10,000 data values in it and i have
fitted a gamma distribution over a histogram of the data. 

The problem is testing how well that distribution fits. Chi-squared seems to
be used more for discrete distributions and kolmogorov-smirnov seems that
large sample sizes make it had to evaluate the D statistic. Also i haven't
found a qq plot for gamma, although i think this might be an appropriate
test.

in summary
-is there a gamma goodness of fit test that doesnt depend on the sample
size?
-is there a way of using qqplot for gamma distributions, if so how would you
calculate it from a matrix of data values?

regards,
Dann
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