Tamer Ozmen

Date of Award

3-1993

Document Type

Thesis

Degree Name

Master of Science

Department

Department of Operational Sciences

First Advisor

Albert H. Moore, PhD

Abstract

A new modified Anderson-Darling goodness-of-fit test is introduced for the three-parameter Gamma distribution when the location parameter is found by minimum distance estimation and scale parameter by maximum likelihood estimation. Monte Carlo simulation studies were performed to calculate the critical values for A-D test when A-D statistic is minimized. These critical values are then used for testing whether a set of observations follows a Gamma distribution when the scale and location parameters axe unspecified and are estimated from the sample. Functional relationship between the critical values of A-D is also examined for each shape parameter by the variables, sample size (n) and significance level (a). The power study is performed with the hypothesized Gamma against alternate distributions. Comparison with the previous study which uses MLEs for location and scale showed that the modified test is better in most cases.

AFIT Designator

AFIT-GOR-ENS-93M-24

DTIC Accession Number

ADA262486

Comments

The author's Vita page is omitted.

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