On characterization and goodness-of-fit test of some discrete distribution families

✍ Scribed by A. Kyriakoussis; Gang Li; Alex Papadopoulos

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 88 KB
• Volume: 74
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(98)00102-5

✦ Synopsis

In this article a non-negative integer-valued random variable which is distributed according to a power-series distribution law, is characterized as Poisson, binomial, or negative binomial by relating its ÿrst-and second-order moments. In addition, we show that the characterizations can be used to derive goodness-of-ÿt tests for Poisson, binomial, and negative binomial families. The resulting tests are closely related to those based on Fisher's index of dispersion. Their performances compared with the classical Pearson-Fisher chi-squared tests are investigated in a Monte Carlo study.