gofgamma (version 1.0)

HME2: statistic of the second Henze-Meintanis-Ebner goodness-of-fit test for the gamma family

Description

This function computes the goodness-of-fit test statistic for the gamma family due to the second test in Henze, Meintanis and Ebner (2012).

Usage

HME2(data, k_estimator, a = 4)

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.

Value

value of the test statistic

Details

The test statistic is of weighted \(L^2\) type and uses a characterization of the distribution function of the gamma distribution.

References

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

Examples

# NOT RUN {
X=stats::rgamma(20,3,6)
HME2(X,k_estimator=gamma_est(X)[1],a=1)

# }