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A non-negative continuous probability distribution indexed by two strictly positive parameters.

1 vote
0 answers
460 views

Hypothesis testing for the Gamma distribution - Rejection region

Suppose under $H_0$, a test statistic $T$ has a gamma distribution with paramaters $\theta$ and $k$. Suppose also that the distribution of $T$ under $H_1$ is unknown. What is the appropriate rejection …
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1 vote
0 answers
112 views

Generate an autocorrelated Gamma sample of length N

How does one simulate an autocorrelated Gamma sample of length $N$? All I found online was about generation correlated variables and not an autocorrelated sample.
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