testLn: Edf Test for Poisson Distribution Ln

In MMH1997/TestPoissonity: Goodness-of-fit test for Poisson Distribution.

Description

Performs the empirical distribution function goodness-of-fit test of Poisson distribution with unknown parameter

Usage

testLn(x, n.boot)

Arguments

x	vector of nonnegative integers, the sample data
n.boot	number of bootstrap replicates

Details

The edf test of Poissonity Cn was proposed by Klar (2000). The test is based on the similarity between the edf of the random variable X, F_{n}(k), and the cdf of a Poisson distribution with parameter λ = \hat{X}, F(k,\hat{λ}_{n}). The test statistic is created working in the l1 space of all sequences satisfying ∑{k ≥ 0} |X_{k}| < ∞.

L_{n} = ∑_{k ≥ 0} √{n} |F_{n}(k) - F(k,\hat{λ}_{n})|

The test is implemented by parametric boostrap with n.boot replicates

Value

The function testLn returns a list with class htest containing:

	Description of test
data	Description of data
test statistic	Value of test statistic
p-value	approximate p-value of the test
mean	sample mean

Author(s)

Manuel Mendez Hurtado [e-mail]

References

Klar, B. (2000) Goodness-of-fit tests for discrete models based on the integrated distribution function, Metrika Vol 49, 53-69 https://link.springer.com/article/10.1007/s001840050025

Examples

x <- rpois(20,2)
testLn(x, n.boot = 500)

MMH1997/TestPoissonity documentation built on Dec. 17, 2021, 2:11 a.m.