Abstract.
This paper presents a new widely applicable omnibus test for discrete distributions which is based on the difference between the integrated distribution function Ψ(t)=∫t ∞ (1−F(x))dx and its empirical counterpart. A bootstrap version of the test for common lattice models has accurate error rates even for small samples and exhibits high power with respect to competitive procedures over a large range of alternatives.
Similar content being viewed by others
Author information
Authors and Affiliations
Additional information
Received: July 1998
Rights and permissions
About this article
Cite this article
Klar, B. Goodness-of-fit tests for discrete models based on the integrated distribution function. Metrika 49, 53–69 (1999). https://doi.org/10.1007/s001840050025
Issue Date:
DOI: https://doi.org/10.1007/s001840050025