Academic
Publications
A TEST FOR THE POISSON DISTRIBUTION

A TEST FOR THE POISSON DISTRIBUTION,LAWRENCE D. BROWN,LINDA H. ZHAO

A TEST FOR THE POISSON DISTRIBUTION   (Citations: 5)
BibTex | RIS | RefWorks Download
SUMMARY. We consider the problem of testing whether a sample of observations comes from a single Poisson distribution. Of particular interest is the alternative that the observations come from Poisson distributions with different parameters. Such a situation would correspond to the frequently discussed situation of overdispersion. We propose a new test for this problem that is based on Anscombe's variance stabiliz- ing transformation. There are a number of tests commonly proposed, and we compare the performance of these tests under the null hypothesis with that of our new test. We find that the performance of our test is competitive with the two best of these. The asymptotic distribution of the new test is derived and discussed. Use of these tests is illustrated through two examples of analysis of call-arrival times from a telephone call center. The example facilitates careful discussion of the performance of the tests for small parameter values and moderately large sample sizes. A variety of tests is available for testing whether a sample of observa- tions comes from a Poisson distribution. This article proposes an additional test based on Anscombe's (1948) variance stabilizing transformation. We examine the performance of this test and compare it with three other tests in current use. We find this new test to be competitive in performance with the best of these alternatives. We recommend it on this basis, and also be- cause the heuristic idea underlying it easily adapts for a variety of related applications. We use call-arrival data gathered at an Israeli call center as motivation and illustration of the various problems and methodologies we discuss. We provide a very brief discussion in Section 2 of this application.
Cumulative Annual
View Publication
The following links allow you to view full publications. These links are maintained by other sources not affiliated with Microsoft Academic Search.
Sort by: