Facultade de Fisioterapia

Testing for the Poisson-Tweedie distribution

Jiménez Gamero, María Dolores; Alba-Fernández, M. V.
Abstract:
In practice, count data exhibit over-dispersion, zero-inflation and even heavy tails. The Poisson–Tweedie distribution is a flexible parametric family able to accommodate these features. This paper proposes and studies a computationally convenient goodness-of-fit test for this distribution, which is based on an empirical counterpart of a system of equations. The test is consistent against fixed alternatives. The null distribution of the test can be consistently approximated by a parametric bootstrap. The goodness of the bootstrap estimator and the power for finite sample sizes are numerically assessed. Comparisons with other tests are also included. Applications to two real data sets are displayed
Year:
2019
Type of Publication:
Article
Keywords:
Empirical probability generating function; Parametric bootstrap; Goodness of fit; Poisson Tweedie distribution
Journal:
Mathematics and Computers in Simulation
Volume:
164
Number:
146-162
Month:
October
Note:
Q1 60/123 h-index 1,476 (JCR2018)
Comments:
MTM2017-89422-P
DOI:
https://doi.org/10.1016/j.matcom.2018.08.001
Hits: 730