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

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  • Michael A. Stephens

    (Simon Fraser University)

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.

Suggested Citation

  • Michael A. Stephens, 2012. "Goodness-of-Fit and Sufficiency: Exact and Approximate Tests," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 785-791, September.
    • Handle: RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9267-2
    DOI: 10.1007/s11009-011-9267-2
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    References listed on IDEAS

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    1. Richard A. Lockhart & Federico J. O'Reilly & Michael A. Stephens, 2007. "Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications," Biometrika, Biometrika Trust, vol. 94(4), pages 992-998.
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