A class of count models and a new consistent test for the Poisson distribution |
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Authors: | S.G. Meintanis Ya.Yu. Nikitin |
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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 |
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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. |
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Keywords: | 62G10 62G20 |
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