[R] Goodness of fit for gamma distributions

Remko Duursma remkoduursma at gmail.com
Tue Jan 27 12:43:24 CET 2009


Hi Dann,

there is probably a better way to do this, but this works anyway:

# your data
gamdat <- rgamma(10000, shape=1, rate=0.5)

# comparison to gamma:
gamsam <- rgamma(10000, shape=1, rate=0.6)

qqplot(gamsam,gamdat)
abline(0,1)


greetings
Remko


-------------------------------------------------
Remko Duursma
Post-Doctoral Fellow

Centre for Plant and Food Science
University of Western Sydney
Hawkesbury Campus
Richmond NSW 2753

Dept of Biological Science
Macquarie University
North Ryde NSW 2109
Australia

Mobile: +61 (0)422 096908



On Tue, Jan 27, 2009 at 3:38 AM, Dan31415 <d.m.mitchell at reading.ac.uk> wrote:
>
> 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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