[R] Gamma Distribution - Goodness of Fit and Choice of Parameters

clangkamp christian.langkamp at gmxpro.de
Fri Apr 20 20:38:45 CEST 2012


As a short disclaimer - I have read the previous posts on Fitting the Gamma
Distribution, but have two questions going beyond that:
1. Does anybody have a reference for the theory of fitting a gamma
distribution (i.e. whether to apply Kolmogorov-Smirnov, or similar)
2. Has anybody toyed around with the 3 Parameter Gamma Distribution of the
GAMLSS or VGAM package and what kind of accuracy gains of fitting a curve
can be be expected. I would love a bit more flexibility for a later
simulation study, but it seems a lot of hassle and a lot more theory
involved.
Best wishes
Christian

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Christian Langkamp
christian.langkamp-at-gmxpro.de

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