Poissonity的一致正态分布检验族

IF 1.4 4区 数学 Q2 STATISTICS & PROBABILITY
Antonio Di Noia, Marzia Marcheselli, Caterina Pisani, Luca Pratelli
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引用次数: 0

摘要

根据概率生成函数的特征,提出了一系列一致的检验方法,用于评估泊松性与各类计数分布的关系,其中包括一些最常采用的泊松分布替代方案。实际上,检验统计量系列是基于泊松累积分布函数的插件估计值与经验累积分布函数之间的差异。检验统计量具有直观、简单的形式,并且是渐近正态分布,可以直接进行检验。通过广泛的模拟研究,对该检验的有限样本特性进行了研究。与其他已知极限分布的检验相比,该检验表现令人满意。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

A family of consistent normally distributed tests for Poissonity

A family of consistent normally distributed tests for Poissonity

A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted alternatives to the Poisson distribution. Actually, the family of test statistics is based on the difference between the plug-in estimator of the Poisson cumulative distribution function and the empirical cumulative distribution function. The test statistics have an intuitive and simple form and are asymptotically normally distributed, allowing a straightforward implementation of the test. The finite sample properties of the test are investigated by means of an extensive simulation study. The test shows satisfactory behaviour compared to other tests with known limit distribution.

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来源期刊
Asta-Advances in Statistical Analysis
Asta-Advances in Statistical Analysis 数学-统计学与概率论
CiteScore
2.20
自引率
14.30%
发文量
39
审稿时长
>12 weeks
期刊介绍: AStA - Advances in Statistical Analysis, a journal of the German Statistical Society, is published quarterly and presents original contributions on statistical methods and applications and review articles.
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