Paper Type |
Contributed Paper |
Title |
Alternative Tests for the Poisson Distribution |
Author |
Manad Khamkong and Pachitjianut Siripanich |
Email |
manad.k@cmu.ac.th |
Abstract: Poisson distribution is well used as a standard model for analyzing count data. Tests based on the index of dispersion (ID) concerning the variance and the mean are not able to discriminate between the Poisson distribution and some others. An alternative method for the test that data comes from Poisson distribution are proposed based on skewness properties, which is the same as coefficient of variation properties. Monte Carlo studies show that the proposed tests are powerful competitor to the ID tests when alternative distribution is not Poisson but its variance is close to the mean. |
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Start & End Page |
774 - 782 |
Received Date |
2013-12-03 |
Revised Date |
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Accepted Date |
2014-02-06 |
Full Text |
Download |
Keyword |
Coefficient of variation, Goodness of fit test, Index of dispersion, Skewness |
Volume |
Vol.42 No.3 (JULY 2015) |
DOI |
|
Citation |
Khamkong M.. and Siripanich P.., Alternative Tests for the Poisson Distribution, Chiang Mai J. Sci., 2015; 42(3): 774-782. |
SDGs |
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