Data driven efficient score tests for Poissonity
DOI:
https://doi.org/10.19195/0208-4147.39.1.8Słowa kluczowe:
Goodness-of-fit test, Poisson distribution, data driven test, model selection, Monte Carlo studyAbstrakt
New data driven score tests for testing goodness of fit of the Poisson distribution are proposed. They are direct applications of the general construction of data driven goodness-of-fit tests for composite hypotheses developed in Inglot et al. 1997. By a simulation study it is shown that these tests perform almost equally well as the best known solutions for standard alternatives and outperform them for more difficult alternatives.
