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arXiv · 1911.12400

Goodness-of-fit test for the bivariate Hermite distribution

Pablo González-Albornoz·Francisco Novoa-Muñoz
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Abstract

This paper studies the goodness of fit test for the bivariate Hermite distribution. Specifically, we propose and study a Cram\'er-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.

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Pablo González-Albornoz, Francisco Novoa-Muñoz. 2019-11-27. Goodness-of-fit test for the bivariate Hermite distribution. https://arxiv.org/abs/1911.12400

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