I have a sample of data which was generated from a continuous random variable X. And from the histogram I draw using R, I guess that maybe the distribution of X obeys a certain Gamma distribution. But I do not know the exact parameters of this Gamma distribution.
My question is how to test whether the distribution of X belongs to a family of Gamma distribution? There exists some goodness of fit tests such as Kolmogorov-Smirnov test, Anderson-Darling test, and so on, but one of the restriction when using these tests is that the parameters of the theoretical distribution should be known in advance. Would anyone please tell me how to solve this problem?