We define a class of count distributions which includes the Poisson as well as many alternative count models. Then the empirical probability generating function is utilized to construct a test for the Poisson distribution, which is consistent against this class of alternatives. The limit distribution of the test statistic is derived in case of a general underlying distribution, and efficiency considerations are addressed. A simulation study indicates that the new test is comparable in performance to more complicated omnibus tests.

Original languageEnglish
Pages (from-to)3722-3732
Number of pages11
JournalJournal of Statistical Planning and Inference
Volume138
Issue number12
DOIs
StatePublished - 1 Dec 2008

    Research areas

  • Count distribution, Empirical probability generating function, Goodness-of-fit test, Stein's identity

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

ID: 47771321