Test of Equal Gamma-Distribution Means with Unknown and Unequal Shape Parameters

Abstract

An approximate F test is provided for testing the equality of means for two gamma distributions when the shape parameters may be unknown and unequal. The corresponding confidence intervals associated with this test provide confidence intervals for the ratio of means when the shape parameters are unknown and unequal. The approximation is studied by Monte Carlo simulation, and asymptotic results are also derived. An approximate F test for equal shape parameters is also studied.