Testing Goodness of Fit for the Poisson Assumption When Observations Are Not Identically Distributed
研究了在单向分类和过原点回归情形下,检验泊松模型是否存在负二项偏离的统计方法,给出了检验统计量的零分布和备择分布近似,并比较了局部最优检验与文献中建议检验的渐近相对效率及小样本表现。
Abstract Tests for detecting negative binomial departures from a Poisson model are studied for the one-way-layout and regression-through-the-origin cases. Approximations to the null and alternative distributions of these test statistics are presented. Locally optimal tests and tests suggested in the literature are compared in terms of asymptotic relative efficiency. Small sample comparisons are included.