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Empirical-distribution-function goodness-of-fit tests for discrete models
Authors:Norbert Henze
Abstract:We present a simple framework for studying empirical-distribution-function goodness-of-fit tests for discrete models. A key tool is a weak-convergence result for an estimated discrete empirical process, regarded as a random element in some suitable sequence space. Special emphasis is given to the problem of testing for a Poisson model and for the geometric distribution. Simulations show that parametric bootstrap versions of the tests maintain a nominal level of significance very closely even for small samples where reliance upon asymptotic critical values is doubtful.
Keywords:Goodness of fit  sequence space  Poisson distribution  geometric distribution  parametric bootstrap
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