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Springer, Annals of the Institute of Statistical Mathematics, 2(49), p. 255-269

DOI: 10.1023/a:1003158828665

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Testing Departures from Gamma, Rayleigh and Truncated Normal Distributions

Journal article published in 1997 by Joan Del Castillo, J. delCastillo, Pedro Puig ORCID
This paper is available in a repository.
This paper is available in a repository.

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Abstract

This paper provides necessary and sufficient conditions for a solution to likelihood equations for an exponential family of distributions, which includes Gamma, Rayleigh and singly truncated normal distributions. Furthermore, the maximum likelihood estimator is obtained as a limit case when the equations have no solution. These results provide a way to test departures from Rayleigh and singly truncated normal distributions using the likelihood ratio test. A new easy way to test departures from a Gamma distribution is also introduced.