14 September 2021 0 5K Report

I have tried different distributions on my data and found out that inverse gamma distribution fits the best. I want to perform a goodness of fit test to get a significance value. I wonder which goodness of fit test (Anderson darling test, Cramer-von Mises or Kolmogorov-Smirnov) is appropriate for inverse gamma distribution. I have tried gofstat function in R but it mostly returns not computed for Anderson darling test and I am not sure what is the reason behind it.

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