I have two random variables $A$ and $B$ they are of different size. Both are well fitted as $\gamma$ distributions. My question is to find which one is more gamma like.
Could You help me to solve this problem?
Just example code in Matlab:
N=10^5;
A = abs(gamrnd(6.2,0.16,N,1)+rand(N,1)*0.07);
B = abs(gamrnd(6.8,0.15,0.7*N,1)+rand(0.7*N,1)*0.05);
pdA = fitdist(A,'Gamma');
pdB = fitdist(B,'Gamma');
[~, pvalA] = kstest(A,'CDF',pdA);
[~, pvalB] = kstest(B,'CDF',pdB);
