Smooth tests of fit for more flexible alternatives to the exponential and Poisson: the Lindley and Poisson-Lindley distributions

Authors

D J. Best, University of Newcastle
J C W Rayner, University of Wollongong

Publication Date

2014

Recommended Citation

Best, D J. and Rayner, J C W, Smooth tests of fit for more flexible alternatives to the exponential and Poisson: the Lindley and Poisson-Lindley distributions, National Institute for Applied Statistics Research Australia, University of Wollongong, Working Paper 07-14, 2014, 8.
https://ro.uow.edu.au/niasrawp/4

Abstract

We consider the little - known one parameter Lindley and Lindley - Poisson distributions. These distributions may be of interest as they appear to be more flexible than the exponential and Poisson distributions , the Lindley fitting more data than the exponential and the Lindley - Poisson fitting more data than the Poisson. We give smooth tests of fit for each of these distributions. The smooth test for the Lindley has power comparable with the Anderson - Darling test. Advantages of the smooth test are discussed. Examples that illustrate the flexibility of the two distributions are given.