Research output: Contribution to journal › Article › peer-review
A class of count models and a new consistent test for the Poisson distribution. / Meintanis, S. G.; Nikitin, Ya Yu.
In: Journal of Statistical Planning and Inference, Vol. 138, No. 12, 01.12.2008, p. 3722-3732.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - A class of count models and a new consistent test for the Poisson distribution
AU - Meintanis, S. G.
AU - Nikitin, Ya Yu
PY - 2008/12/1
Y1 - 2008/12/1
N2 - 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.
AB - 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.
KW - Count distribution
KW - Empirical probability generating function
KW - Goodness-of-fit test
KW - Stein's identity
UR - http://www.scopus.com/inward/record.url?scp=49649108842&partnerID=8YFLogxK
U2 - 10.1016/j.jspi.2007.12.011
DO - 10.1016/j.jspi.2007.12.011
M3 - Article
AN - SCOPUS:49649108842
VL - 138
SP - 3722
EP - 3732
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
SN - 0378-3758
IS - 12
ER -
ID: 47771321