Goodness-of-Fit Tests for the Gamma Distribution
Description
We implement various classical tests for the composite hypothesis of testing the fit to the family of gamma distributions as the Kolmogorov-Smirnov test, the Cramer-von Mises test, the Anderson Darling test and the Watson test. For each test a parametric bootstrap procedure is implemented, as considered in Henze, Meintanis & Ebner (2012) . The recent procedures presented in Henze, Meintanis & Ebner (2012) and Betsch & Ebner (2019) are implemented. Estimation of parameters of the gamma law are implemented using the method of Bhattacharya (2001) .