Goodness of Fit Tests and Power Comparisons for Weighted Gamma Distribution

Neetu Singla; Kanchan Jain; Suresh Kumar Sharma

doi:10.57805/revstat.v14i1.177

Goodness of Fit Tests and Power Comparisons for Weighted Gamma Distribution

Authors

Neetu Singla Panjab University
Kanchan Jain Panjab University
Suresh Kumar Sharma Panjab University

DOI:

https://doi.org/10.57805/revstat.v14i1.177

Keywords:

Weighted Gamma, Kolmogorov–Smirnov, Cramér–von Mises and Anderson–Darling, power

Abstract

In this paper, a weighted version of Gamma distribution known as Weighted Gamma (WG) distribution has been considered. Various tests of goodness of fit viz Kolmogorov–Smirnov, Cram´er–von Mises and Anderson–Darling have been applied to this family. Monte Carlo simulations have been carried out for power calculations. The powers of these tests have been compared which helps in ranking of these goodness of fit tests.

Downloads

REVSTAT2016v14n1_2

Published

2016-02-25

How to Cite

Singla , N., Jain , K., & Kumar Sharma , S. (2016). Goodness of Fit Tests and Power Comparisons for Weighted Gamma Distribution. REVSTAT-Statistical Journal, 14(1), 29–48. https://doi.org/10.57805/revstat.v14i1.177