Summary
The effect of various estimation methods on the level of the Chi-square goodness-of-fit test for a negative binomial distribution is investigated. It is shown by Monte-Carlo-Simulation that Method of Moment estimates strongly increase the level of the test whereas Maximum Likelihood estimates from grouped data (i. e. a correct use of the test) result in close agreement between the prescribed and the actual level in finite samples.
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© 1987 Springer-Verlag Berlin Heidelberg
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Schader, M., Schmid, F. (1987). On the χ 2 Test for a Negative Binomial Distribution. In: Opitz, O., Rauhut, B. (eds) Ökonomie und Mathematik. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-72672-9_31
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DOI: https://doi.org/10.1007/978-3-642-72672-9_31
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-72673-6
Online ISBN: 978-3-642-72672-9
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