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Publication Detail
Integral transform methods in goodness-of-fit testing, I: the gamma distributions
  • Publication Type:
    Journal article
  • Publication Sub Type:
  • Authors:
    Hadjicosta E, Richards D
  • Publisher:
    Springer Nature
  • Publication date:
  • Journal:
  • Status:
  • Print ISSN:
  • Keywords:
    math.ST, math.ST, stat.TH, Primary: 33C10, 62G10, Secondary 62G20, 62H15
  • Notes:
    69 pages
We apply the method of Hankel transforms to develop goodness-of-fit tests for gamma distributions with given shape parameter and unknown rate parameter, thereby extending results of Baringhaus and Taherizadeh (2010) on the exponential distributions. We derive the limiting null distribution of the test statistic as an integrated squared Gaussian process, obtain the corresponding covariance operator, and oscillation properties of its eigenfunctions. We show that the eigenvalues of the operator satisfy an interlacing property, and we apply that property in approximating critical values of the test statistic in one of the two applications to data considered. Further, we establish the consistency of the test. In studying properties of the test statistic under a variety of contiguous alternatives, we obtain the asymptotic distribution of the test statistic for gamma alternatives with varying rate or shape parameters and for a class of contaminated gamma models. We investigate the approximate Bahadur slope of the test statistic under local alternatives and we establish the validity of the Wieand condition, under which the approaches through the approximate Bahadur efficiency and the Pitman efficiency are in accord.
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