Submitted:
27 September 2020
Posted:
01 October 2020
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Abstract
This paper studies the goodness of fit test for the bivariate Hermite distribution. Specifically, we propose and study a Cramér-von Mises-type test based on the empirical probability generation function. The bootstrap can be used to consistently estimate the null distribution of the test statistics. A simulation study investigates the goodness of the bootstrap approach for finite sample sizes.
Keywords:
Bivariate Hermite distribution
; Goodness-of-fit
; Empirical probability generating function
; Bootstrap distribution estimator
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