DATA DRIVEN EFFICIENT SCORE TESTS FOR POISSONITY
Abstract: New data driven score tests for testing goodness of fit of the Poisson distribution are
proposed. They are direct applications of the general construction of data driven
goodness-of-fit tests for composite hypotheses developed in Inglot et al. (1997). By a
simulation study it is shown that these tests perform almost equally well as the best known
solutions for standard alternatives and outperform them for more difficult alternatives.
2000 AMS Mathematics Subject Classification: Primary: 62G10; Secondary: 62G30,
65C05, 65C60.
Keywords and phrases: Goodness-of-fit test, Poisson distribution, data driven test,
model selection, Monte Carlo study.