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
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
收藏
页码:85 / 96
页数:12
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