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Goodness-of-Fit and Sufficiency: Exact and Approximate Tests

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Abstract

A procedure to test fit to a distribution where a minimal sufficient statistic is available, is discussed for testing the Poisson distribution. The test is exact, and is compared with a simpler approximate test. A remarkable correlation between the p-values given by the exact and the approximate procedures is found, and shows the power of the computer over and above what is usually acknowledged.

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Correspondence to Michael A. Stephens.

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Stephens, M.A. Goodness-of-Fit and Sufficiency: Exact and Approximate Tests. Methodol Comput Appl Probab 14, 785–791 (2012). https://doi.org/10.1007/s11009-011-9267-2

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  • DOI: https://doi.org/10.1007/s11009-011-9267-2

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