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Related papers: Goodness-of-fit tests for generalized Poisson dist…

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The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…

Statistics Theory · Mathematics 2019-02-26 Francisco Novoa-Muñoz

We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…

Methodology · Statistics 2024-02-21 Winnie Kirui , Elzanie Bothma , Marius Smuts , Anke Steyn , Jaco Visagie

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence structures, possess fast computation algorithms and generate…

Applications · Statistics 2023-06-08 Banoth Veeranna , B. G. Manjunath , B. Shobha

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

Since its introduction in 1950, Fisher's dispersion test has become a standard means of deciding whether or not count data follow the Poisson distribution. The test is based on a characteristic property of the Poisson distribution, and…

Applications · Statistics 2025-03-21 Erekle Khurodze , Leigh A Roberts

In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…

Methodology · Statistics 2023-09-20 Scott H. Koeneman , Joseph E. Cavanaugh

We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

Methodology · Statistics 2021-04-28 Sean van der Merwe

We introduce the \textit{almost goodness-of-fit} test, a procedure to assess whether a (parametric) model provides a good representation of the probability distribution generating the observed sample. Specifically, given a distribution…

Methodology · Statistics 2025-10-15 Amparo Baíllo , Javier Cárcamo

The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical process with estimated parameters and has been extensively…

Methodology · Statistics 2012-10-08 Ivan Kojadinovic , Jun Yan

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Lucio Barabesi , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

We introduce a new goodness-of-fit test for count data on $\mathbb{N}$ for the Zeta distribution with unknown parameter. The test is built on a Stein-type characterization that uses, as Stein operator, the infinitesimal generator of a…

Statistics Theory · Mathematics 2026-01-01 Bruno Ebner , Daniel Hlubinka

This article describes an extension of classical \chi^2 goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson's goodness-of-fit statistic at a parameter value drawn from its…

Statistics Theory · Mathematics 2007-06-13 Valen E. Johnson

Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group families, the procedure is to be implemented after preliminary…

Methodology · Statistics 2021-01-28 Marc Hallin , Gilles Mordant , Johan Segers

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…

Statistics Theory · Mathematics 2019-12-02 Pablo González-Albornoz , Francisco Novoa-Muñoz

We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…

Methodology · Statistics 2025-01-07 Xiaotong Lin , Weihao Li , Fangqiao Tian , Dongming Huang

We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…

Statistics Theory · Mathematics 2022-03-01 Simos G. Meintanis , Christos K. Papadimitriou

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…

Statistics Theory · Mathematics 2020-10-09 Rasmus Erlemann , Bo Henry Lindqvist

We use a Stein identity to define a new class of parametric distributions which we call ``independent additive weighted bias distributions.'' We investigate related $L^2$-type discrepancy measures, empirical versions of which not only…

Methodology · Statistics 2023-04-27 Bruno Ebner , Yvik Swan
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