Data driven efficient score tests for Poissonity

• Autorzy: Inglot Tadeusz

Identyfikatory

DOI

10.19195/0208-4147.39.1.8

• Języki publikacji: EN

Abstrakty

EN

New data driven score tests for testing goodness of fit of the Poisson distribution are proposed. They are direct applications of the general construction of data driven goodness-of-fit tests for composite hypotheses developed in Inglot et al. (1997). By a simulation study it is shown that these tests perform almost equally well as the best known solutions for standard alternatives and outperform them for more difficult alternatives.

Słowa kluczowe

EN

Goodness-of-fit test; Poisson distribution; data driven test; model selection; Monte Carlo study

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2019
• Tom: Vol. 39, Fasc. 1
• Strony: 115--126
• Opis fizyczny: Bibliogr. 11 poz., tab.

Twórcy

autor

Inglot Tadeusz

• Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

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• [9] M. Nakamura and V. Pérez-Abreu, Use of an empirical probability generating function for testing a Poisson model, Canad. J. Statist. 21 (1993), pp. 149-156.
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