BE: statistic of the Betsch-Ebner test

In gofgamma: Goodness-of-Fit Tests for the Gamma Distribution

Description

This function computes the statistic of the goodness-of-fit test for the gamma family due to Betsch and Ebner (2019).

Usage

BE(data, k_estimator, a)

Arguments

data	a vector of positive numbers. NOTE: data has to be the rescaled data, i.e. devided by the estimated scale parameter!
k_estimator	value of the estimated shape parameter.
a	positive tuning parameter.

Details

The test is of weighted L^2 type and uses a characterization of the distribution function of the gamma distribution. Values of k_estimator are found by gamma_est.

Value

value of the test statistic

References

Betsch, S., Ebner, B. (2019) "A new characterization of the Gamma distribution and associated goodness of fit tests", Metrika, 82(7):779-806. DOI

Examples

X=stats::rgamma(20,3,6)
BE(X,k_estimator=gamma_est(X)[1],a=2)

gofgamma documentation built on April 29, 2020, 5:07 p.m.