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Mean distance test of Poisson distribution

Author

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  • Székely, Gábor J.
  • Rizzo, Maria L.

Abstract

A new goodness-of-fit test is developed for discrete distributions based on a characterization by mean distances. The corresponding test of Poisson distribution is a powerful competitor to existing tests and its computational complexity is optimal.

Suggested Citation

  • Székely, Gábor J. & Rizzo, Maria L., 2004. "Mean distance test of Poisson distribution," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 241-247, April.
    • Handle: RePEc:eee:stapro:v:67:y:2004:i:3:p:241-247
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    References listed on IDEAS

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    1. Best, D. J. & Rayner, J. C. W., 1999. "Goodness of fit for the Poisson distribution," Statistics & Probability Letters, Elsevier, vol. 44(3), pages 259-265, September.
    2. Baringhaus, L. & Henze, N., 1992. "A goodness of fit test for the Poisson distribution based on the empirical generating function," Statistics & Probability Letters, Elsevier, vol. 13(4), pages 269-274, March.
    3. Gupta, A. K. & Móri, T. F. & Székely, G. J., 1994. "Testing for Poissonity-normality vs. other infinite divisibility," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 245-248, February.
    4. Winfried Stute & Wenceslao Manteiga & Manuel Quindimil, 1993. "Bootstrap based goodness-of-fit-tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 40(1), pages 243-256, December.
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    Cited by:

    1. Gábor Szűcs, 2008. "Parametric bootstrap tests for continuous and discrete distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(1), pages 63-81, January.

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