Authors: Eduardo Gutiérrez González José A Villaseñor Alva Olga Vladimirovna Panteleeva Humberto Vaquera Huerta
Publish Date: 2013/06/11
Volume: 28, Issue: 6, Pages: 2761-2776
Abstract
In this paper we propose two bootstrap goodness of fit tests for the loggamma distribution with three parameters location scale and shape These tests are built using the properties of this distribution family and are based on the sample correlation coefficient which has the property of invariance with respect to location and scale transformations Two estimators are proposed for the shape parameter and show that both are asymptotically unbiased and consistent in meansquared error The test size and power is estimated by simulation The power of the two proposed tests against several alternative distributions is compared to that of the KolmogorovSmirnov AndersonDarling and chisquare tests Finally an application to data from a production process of carbon fibers is presentedLet mathbf Z =Z 1ldots Z n be a random sample from LG01kappa then for kappa 0 n20 and any realization mathbf z =z 1ldots z n of the random sample preserves approximately the percentage of negative values in Table 8 the maximum likelihood estimator for kappa exists
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