I am trying to determine whether the means of two Gamma distributions are significantly different. To do this, I am trying to determine the Wald Statistic as
and thence getting the F value using
where q is the number of degrees of freedom. My first problem is determining the standard error of the mean.
Is the standard error of the mean of a gamma distribution simply the standard deviation divided by the square root of the count, as with a normal distribution? I have tried to find the answer for this using
"standard error" "gamma distribution"
and found this which initially suggested that the standard error is the same as the variance and was then corrected to say that it is the same as the standard deviation (which would not take the count into account).