Testing departures from Gamma, Rayleigh and truncated normal distributions

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10 Citations (Scopus)

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.
Original languageEnglish
Pages (from-to)255-269
JournalAnnals of the Institute of Statistical Mathematics
Volume49
DOIs
Publication statusPublished - 1 Jan 1997

Keywords

  • Exponential families
  • Gamma
  • Rayleigh and singly truncated normal distributions

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