scientific article; zbMATH DE number 15142

DOI10.1007/BFB0084176MaRDI QIDQ3977482zbMATH OpenFDO

Authors Mikhail Nikulin, Vassilly. Voinov

Publication date 25 June 1992

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BFB0084176

zbMATH Keywords

best minimum variance unbiased estimatorsbinomialchi-square goodness-of-fit testexponential distributions of the first ordernegative binomial distributionsPoisson distributionssufficient statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Review text

[For the entire collection see Zbl 0679.00014.] From the introduction: The chi-square test is based on the best minimum variance unbiased estimators of the unknown probabilities. These estimators being expressed in terms of a sufficient statistic permit to eliminate all perturbations due to the replacement of unknown parameters by their estimators. This fact has been used the first time by \textit{L. N. Bol'shev} and \textit{M. Mirvaliev} [Theory Probab. Appl. 23, 461-474 (1979); translation from Teor. Veroyatn. Primen. 23, 481-494 (1978; Zbl 0402.62012)]. They have constructed a chi-square test for verifying the hypothesis that the distribution belongs to the Poisson, binomial or negative binomial distributions. The paper generalizes the results of Bol'shev and Mirvaliev for a wide class of exponential distributions of the first order.

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