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Goodness-of-fit test for count distributions with finite second moment

Author

Listed:
  • Antonio Di Noia
  • Lucio Barabesi
  • Marzia Marcheselli
  • Caterina Pisani
  • Luca Pratelli

Abstract

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $ L_1 $ L1-distance of a function of the probability generating function of the model under the null hypothesis and that of the random variable actually generating data, when the latter belongs to a suitable wide class of alternatives. The test statistic has a rather simple form and it is asymptotically normally distributed under the null hypothesis, allowing a straightforward implementation of the test. Moreover, the test is consistent for alternative distributions belonging to the class, but also for all the alternative distributions whose probability of zero is different from that under the null hypothesis. Thus, the use of the test is proposed and investigated also for alternatives not in the class. The finite-sample properties of the test are assessed by means of an extensive simulation study.

Suggested Citation

  • Antonio Di Noia & Lucio Barabesi & Marzia Marcheselli & Caterina Pisani & Luca Pratelli, 2023. "Goodness-of-fit test for count distributions with finite second moment," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 35(1), pages 19-37, January.
    • Handle: RePEc:taf:gnstxx:v:35:y:2023:i:1:p:19-37
    DOI: 10.1080/10485252.2022.2137728
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