Parameter Estimation and the Goodness-of-fit Test for the Multivariate Generalized Gamma Distribution

Hasbi Yasin*, Purhadi, Achmad Choiruddin

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper proposes a new form of multivariate generalized gamma distribution and some properties. This study aims to develop the MGG distribution using cumulative data from the univariate distribution, estimate the parameters using the Berndt-Hall-Hall-Hausman algorithm, and develop a goodness-of-fit test for this distribution using Kolmogorov-Smirnov Test. Applications of parameter estimation and the goodness of fit test procedure are discussed using simulation and real data. The results of the simulation study illustrate that the proposed procedure can estimate the parameters of the MGG distribution reasonably. The distribution fit test can be done with the Chi-square test, with the number of variates as a degree of freedom. The empirical research results show that the three education indicators in Central Java, Indonesia, from 2017 to 2021, follow the MGG distribution.

Original languageEnglish
Title of host publicationProceedings - 2023 10th International Conference on Computer, Control, Informatics and its Applications
Subtitle of host publicationExploring the Power of Data: Leveraging Information to Drive Digital Innovation, IC3INA 2023
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages382-387
Number of pages6
ISBN (Electronic)9798350394870
DOIs
Publication statusPublished - 2023
Event10th International Conference on Computer, Control, Informatics and its Applications, IC3INA 2023 - Virtual, Online, Indonesia
Duration: 4 Oct 20235 Oct 2023

Publication series

NameProceedings - 2023 10th International Conference on Computer, Control, Informatics and its Applications: Exploring the Power of Data: Leveraging Information to Drive Digital Innovation, IC3INA 2023

Conference

Conference10th International Conference on Computer, Control, Informatics and its Applications, IC3INA 2023
Country/TerritoryIndonesia
CityVirtual, Online
Period4/10/235/10/23

Keywords

  • Berndt-Hall-Hall-Hausman (BHHH) algorithm
  • goodness-of-fit test
  • multivariate generalized gamma (MGG) distribution
  • parameter estimation

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