Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

Goodness-of-fit Test for the Bivariate Hermite Distribution

Version 1 : Received: 27 September 2020 / Approved: 1 October 2020 / Online: 1 October 2020 (13:25:38 CEST)
(This article belongs to the Research Topic EUSAR 2020—Preprints)

How to cite: Novoa-Muñoz, F.; González-Albornoz, P. Goodness-of-fit Test for the Bivariate Hermite Distribution. Preprints 2020, 2020100016 (doi: 10.20944/preprints202010.0016.v1). Novoa-Muñoz, F.; González-Albornoz, P. Goodness-of-fit Test for the Bivariate Hermite Distribution. Preprints 2020, 2020100016 (doi: 10.20944/preprints202010.0016.v1).

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.

Subject Areas

Bivariate Hermite distribution; Goodness-of-fit; Empirical probability generating function; Bootstrap distribution estimator

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