This function computes the goodness-of-fit test statistic for the gamma family in the spirit of Kolmogorov and Smirnov. Note that this tests the composite hypothesis of fit to the family of gamma distributions, i.e. a bootstrap procedure is implemented to perform the test, see
a vector of positive numbers. NOTE:
value of the estimated
The Kolmogorov-Smirnov test is computed as described in Henze et. al. (2012). Values of
k_estimator are found by
value of the test statistic
Henze, N., Meintanis, S.G., Ebner, B. (2012) "Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform". Communications in Statistics - Theory and Methods, 41(9): 1543-1556. DOI
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