CHI-SQUARED TESTS OF FIT FOR GENERALIZED POISSON
DISTRIBUTIONS BASED ON THE MOMENT GENERATING FUNCTION
by Simos G. Meintanis and I.A. Koutrouvelis
.
Abstract:
In this article we present a method for testing the goodness-of-fit to any specified member of the family of generalized Poisson distributions. The proposed method utilizes the general form of the moment generating function of generalized Poisson distributions. The asymptotic distribution of the test statistics is derived when the parameters of the generalizing distribution are assumed known as well as unknown. The empirical level and the power of the procedures are investigated in a series of Monte Carlo experiments.
Key Words:
Compound Poisson Distributions; Empirical Moment Generating Function; Goodness-of-Fit Test
Authors:
Simos G. Meintanis,
simosmei@upatras.gr
I.A. Koutrouvelis,
koutrouv@upatras.gr
Editor:
Dean Foster,
foster@compstat.wharton.upenn.edu
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