Conditional goodness-of-fit tests for discrete distributions

DOI10.1007/S42519-021-00240-WMaRDI QIDQ2074652zbMATH OpenOpenAlexFDO

Authors Rasmus Erlemann, Bo Henry Lindqvist

Publication date 10 February 2022

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
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• Goodness of fit tests for Nakagami distribution based on smooth tests
• On characterization and goodness-of-fit test of some discrete distribution families
• On goodness of fit tests for the Poisson, negative binomial and binomial distributions
• Properties of Probability Distributions with Monotone Hazard Rate
• Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry
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Cited in

(4)

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

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