Comparison of distribution selection methods

被引:5
作者
Chiew, Esther [1 ]
Cauthen, Katherine [2 ]
Brown, Nathanael [2 ]
Nozick, Linda [1 ]
机构
[1] Cornell Univ, Dept Civil & Environm Engn, 220 Hollister Dr, Ithaca, NY 14853 USA
[2] Sandia Natl Labs, POB 5800, Albuquerque, NM 87185 USA
关键词
Count data; Discrete distributions; Distribution selection; Goodness-of-fit tests; GOODNESS-OF-FIT; MODEL SELECTION; ZERO INFLATION; POISSON;
D O I
10.1080/03610918.2019.1691227
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
Many methods have been suggested to choose between distributions. There has been relatively less study to examine whether these methods accurately recover the distributions being studied. Hence, this research compares several popular distribution selection methods through a Monte Carlo simulation study and identifies which are robust for several types of discrete probability distributions. In addition, we study whether it matters that the distribution selection method does not accurately pick the correct probability distribution by calculating the expected distance, which is the amount of information lost for each distribution selection method compared to the generating probability distribution.
引用
收藏
页码:1982 / 2005
页数:24
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