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A class of count models and a new consistent test for the Poisson distribution
Authors:S.G. Meintanis  Ya.Yu. Nikitin
Affiliation:1. Department of Economics, National and Kapodistrian University of Athens, 8 Pesmazoglou Street, 105 59 Athens, Greece;2. Department of Mathematics and Mechanics, St. Petersburg University, St. Petersburg 198504, Russia
Abstract:We define a class of count distributions which includes the Poisson as well as many alternative count models. Then the empirical probability generating function is utilized to construct a test for the Poisson distribution, which is consistent against this class of alternatives. The limit distribution of the test statistic is derived in case of a general underlying distribution, and efficiency considerations are addressed. A simulation study indicates that the new test is comparable in performance to more complicated omnibus tests.
Keywords:62G10   62G20
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