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The following pages link to Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function (Q5201512):

Displaying 19 items.

Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform (Q138398) (← links)
A new characterization of the Gamma distribution and associated goodness-of-fit tests (Q138399) (← links)
A gamma goodness-of-fit test based on characteristic independence of the mean and coefficient of variation (Q951040) (← links)
Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
On a test of normality based on the empirical moment generating function (Q2175636) (← links)
Integral transform methods in goodness-of-fit testing. I: The gamma distributions (Q2202027) (← links)
On testing the log-gamma distribution hypothesis by bootstrap (Q2259350) (← links)
A variance ratio test of fit for Gamma distributions (Q2339563) (← links)
Testing skew normality via the moment generating function (Q2437885) (← links)
Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution (Q2811450) (← links)
Smooth tests for the gamma distribution (Q3087817) (← links)
Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions (Q3103148) (← links)
(Q3172309) (← links)
Kolmogorov-Smirnov Type Test-Statistics For The Gamma, Erlang-2 And The Inverse Gaussian Distributions When The Parameters Are Unknown. (Q3489108) (← links)
Cumulant Plots for Assessing the Gamma Distribution (Q3562436) (← links)
TEST OF FIT FOR THE INVERSE GAUSSIAN AND GAMMA DISTRIBUTIONS UNDER CENSORING (Q4540621) (← links)
On Generalized Tests of Fit for Multinomial Populations (Q4562204) (← links)
Smooth tests of fit for censored gmma samples (Q4727208) (← links)
A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)