GMM tests for the Katz family of distributions

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GMM tests for the Katz family of distributions

Generalized method of moments (GMM) is used to develop tests for discriminating discrete distributions among the two-parameter family of Katz distributions. Relationships involving moments are exploited to obtain identifying and over-identifying restrictions. The asymptotic relative e5ciencies of tests based on GMM are analyzed using the local power approach and the approximate Bahadur e5ciency...

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In statistical process control, the primary method used to monitor the number of nonconformities is the c-chart. The conventional c-chart is based on the assumption that the occurrence of nonconformities in samples is well modeled by a Poisson distribution. When the Poisson assumption is not met, the X-chart (individuals chart) is often used as an alternative charting scheme in practice. In thi...

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ژورنال

عنوان ژورنال: Journal of Statistical Planning and Inference

سال: 2003

ISSN: 0378-3758

DOI: 10.1016/s0378-3758(01)00284-1