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Goodness-of-fit test for the bivariate Hermite distribution

Statistics Theory 2019-12-02 v1 Statistics Theory

Abstract

This paper studies the goodness of fit test for the bivariate Hermite distribution. Specifically, we propose and study a Cram\'er-von Mises-type test based on the empirical probability generation function. The bootstrap can be used to consistently estimate the null distribution of the test statistics. A simulation study investigates the goodness of the bootstrap approach for finite sample sizes.

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Cite

@article{arxiv.1911.12400,
  title  = {Goodness-of-fit test for the bivariate Hermite distribution},
  author = {Pablo González-Albornoz and Francisco Novoa-Muñoz},
  journal= {arXiv preprint arXiv:1911.12400},
  year   = {2019}
}

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21 pages