A goodness-of-fit test for the multivariate Poisson distribution

• F. Novoa Muñoz ^[1] ; M.D. Jiménez Gamero ^[2]
  1. [1] Universidad del Bío-Bío

     Universidad del Bío-Bío

     Comuna de Concepción, Chile

     
  2. [2] Universidad de Sevilla

     Universidad de Sevilla

     Sevilla, España

     
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 40, Nº. 1, 2016, págs. 113-138
• Idioma: inglés
• Enlaces
  • Texto completo
• Resumen

  • Bivariate count data arise in several different discipline s and the bivariate Poisson distribution is commonly used to model them. This paper proposes and studies a computationally convenient goodness-of-fit test for this distribution, which is based o n an empirical counterpart of a system of equations. The test is consistent against fixed alternative s. The null distribution of the test can be consistently approximated by a parametric bootstrap and by a weighted bootstrap. The goodness of these bootstrap estimators and the power for finite sample sizes are numerically studied. It is shown that the proposed test can be naturally extended to the multivariate Poisson distribution

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