On [chi]2-test of goodness-of-fit for a class of discrete multivariate models

A model for an n-dimensional random vector which is the sum of v i.i.d. random variables with an exponential family distribution is considered. It is shown that the exact test can be approximated by a [chi]2-test as v --> [infinity]. As an example a goodness-of-fit test for Poisson-distribution based on observed frequencies is derived.

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Year of publication:	1985
Authors:	Svensson, Åke
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 6, p. 331-336
Publisher:	Elsevier
Subject:	exact test goodness-of-fit exponential families

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319911