A test of separate families of distributions based on the empirical moment generating function

DOI10.1093/biomet/69.2.391zbMath0494.62050OpenAlexW2316129666MaRDI QIDQ3957801

Kenneth J. Singleton, T. W. Epps, Lawrence B. Pulley

Publication date: 1982

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/69.2.391

zbMATH Keywords

exponential distributionlikelihood ratio testPoisson distributionempirical characteristic functiongoodness-of-fit testlog normal distributionsmall-sample propertiesempirical moment generating functionNeyman type A distributiontest of separate families of distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Characteristic functions; other transforms (60E10)

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