期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2012
卷号：74
期号：2
页码：263-268
DOI：10.1007/s13171-012-0003-y
语种：English
出版社：Indian Statistical Institute
摘要：Brown and Zhao ( 2012 ) ( Sankhyā , Series A, Volume 64, pp 611–625) developed a new test for the Poisson distribution and compared it with the likelihood ratio test (LRT) and some other tests. They claimed that under the null hypothesis, the asymptotic distribution of the LRT statistic was \(\chi_{n-1}^{2}\) . In this paper we derive the asymptotic distribution of the LRT statistic reported in Brown and Zhao ( 2012 ). Our results show that Brown and Zhao’s claim is wrong. We discuss the reason for their mistake.
关键词：Poisson distribution ; delta-method ; asymptotic equivalence
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