Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.35, Iss.3, 2006-01, pp. : 527-540

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Extremes of Normed Empirical Moment Generating Function Processes

By Stewart Michael Robinson John

Extremes, Vol. 6, Iss. 4, 2003-12 ,pp. : 319-333

Springer Publishing Company

Access to resources Recommend Favorite

Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach

By Matsui Muneya

TEST, Vol. 17, Iss. 3, 2008-12 ,pp. : 546-566

Springer Publishing Company

Access to resources Recommend Favorite

Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes

By Jing Ping

Communications in Statistics: Theory and Methods, Vol. 35, Iss. 4, 2006-01 ,pp. : 661-670

Taylor & Francis Ltd

Access to resources Recommend Favorite

An empirical goodness-of-fit test for multivariate distributions

By McAssey Michael P.

Journal of Applied Statistics, Vol. 40, Iss. 5, 2013-05 ,pp. : 1120-1131

Taylor & Francis Ltd

Access to resources Recommend Favorite

Joint Moment Generating Functions of Nonadjacent Dual Generalized Order Statistics from Reflected Generalized Pareto Distributions

By Abd El-Baset A. Ahmad

Communications in Statistics: Theory and Methods, Vol. 41, Iss. 15, 2012-08 ,pp. : 2762-2772

Taylor & Francis Ltd

Access to resources Recommend Favorite