EDF tests for the generalized poisson distribution

Felix Famoye

doi:10.1080/00949659908548523

EDF tests for the generalized poisson distribution

Felix Famoye

Statistics, Actuarial & Data Sciences

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

Empirical distribution function (EDF) goodness-of-fit tests are considered for the generalized Poisson distribution. The tests are compared with respect to their simulated small sample power of detecting some alternative distributions. The small sample levels of the tests are close to the nominal significance levels. The discrete version of the Anderson-Darling test is found to be the most powerful among the EDF tests. A numerical example is used to illustrate the application of the goodness-of-fit tests.

Original language	English
Pages (from-to)	159-168
Number of pages	10
Journal	Journal of Statistical Computation and Simulation
Volume	63
Issue number	2
DOIs	https://doi.org/10.1080/00949659908548523
State	Published - 1999

Keywords

Generalized Poisson distribution
Goodness-of-fit
Parametric bootstrap
Power
Simulation

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10.1080/00949659908548523

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abstract = "Empirical distribution function (EDF) goodness-of-fit tests are considered for the generalized Poisson distribution. The tests are compared with respect to their simulated small sample power of detecting some alternative distributions. The small sample levels of the tests are close to the nominal significance levels. The discrete version of the Anderson-Darling test is found to be the most powerful among the EDF tests. A numerical example is used to illustrate the application of the goodness-of-fit tests.",

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author = "Felix Famoye",

note = "Funding Information: The support received from the Research Professorship Program at Central Michigan University under the grant #22159 is gratefully acknowledged.",

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KW - Goodness-of-fit

KW - Parametric bootstrap

KW - Power

KW - Simulation

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EDF tests for the generalized poisson distribution

Abstract

Keywords

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