Conditional goodness-of-fit tests for discrete distributions

DOI10.1007/S42519-021-00240-WzbMATH Open1478.62100arXiv2010.03891OpenAlexW3091820791MaRDI QIDQ2074652FDOQ2074652

Authors: Rasmus Erlemann, Bo Henry Lindqvist 

Publication date: 10 February 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Abstract: In this paper, we address the problem of testing goodness-of-fit for discrete distributions, where we focus on the geometric distribution. We define new likelihood-based goodness-of-fit tests using the beta-geometric distribution and the type I discrete Weibull distribution as alternative distributions. The tests are compared in a simulation study, where also the classical goodness-of-fit tests are considered for comparison. Throughout the paper we consider conditional testing given a minimal sufficient statistic under the null hypothesis, which enables the calculation of exact p-values. For this purpose, a new method is developed for drawing conditional samples from the geometric distribution and the negative binomial distribution. We also explain briefly how the conditional approach can be modified for the binomial, negative binomial and Poisson distributions. It is finally noted that the simulation method may be extended to other discrete distributions having the same sufficient statistic, by using the Metropolis-Hastings algorithm.

Full work available at URL: https://arxiv.org/abs/2010.03891

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zbMATH Keywords

goodness-of-fitconditional distributiongeometric distributionMonte Carlo simulationssufficient statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Nonparametric hypothesis testing (62G10) Characterization and structure theory of statistical distributions (62E10) Sufficient statistics and fields (62B05)

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Cited In (4)

• Goodness of fit for discrete random variables using the conditional density
• On the Conditional Distribution of Goodness-of-Fit Tests
• Goodness of fit tests for discrete distributions
• On goodness of fit tests for the Poisson, negative binomial and binomial distributions

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