LARGE-SAMPLE TESTS IN NEGATIVE BINOMIAL
DISTRIBUTIONS WITH BOTH PARAMETERS UNKNOWN
by Simos G. Meintanis.
Abstract:
We employ the empirical probability generating function in constructing a goodness-of-fit
test for negative binomial distributions. The proposed tests, which are in the form of weighted integrals,
are shown to be consistent and their asymptotic null distribution is investigated. As the decay of the weight
function tents to infinity, limit statistics are obtained. A small simulation study is presented .
Key Words:
Probability Generating Function; Goodness-of-Fit; Moment estimation
Author:
Simos G. Meintanis, esimosmei@upatras.gr
Editor:
Hector F. Coronel-Brizio,hcoronel@xal.megared.net.mx
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