Improved testing for the Poisson distribution using chisquared components with data dependent cells

被引：2

作者：

Best, DJ ^{[1
]}

Rayner, JCW ^{[1
]}

机构：

[1] Univ Wollongong, Sch Math & Appl Stat, Wollongong, NSW 2522, Australia

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2005年 / 34卷 / 01期

关键词：

dispersion test; goodness of fit; non-central chisquared distribution; partition of X-2;

D O I：

10.1081/SAC-200053153

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A power study suggests that a good test of fit analysis for the Poisson distribution is provided by a data dependent Chernoff-Lehmann X-2 test with class expectations greater than unity, and its components. These data dependent statistics involve arithmetically simple parameter estimation, convenient approximate distributions, and provide a comprehensive assessment of how well the data agree with a Poisson distribution. We suggest that a well-performed single test of fit statistic is the Anderson-Darling statistic. Three examples are discussed.

引用

页码：85 / 96

页数：12

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