Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution

摘要: ABSTRACTThe compound Poisson-exponential distribution is a basic model in risk analysis and stochastic hydrology. Graphical procedures for assessing this are proposed which utilize the residuals from regression involving moment generating function. Plots furnished with 95% simultaneous confidence band constructed. The critical points of equivalent goodness-of-fit test found by utilizing asymptotic results fitted regressions supremum standardized residuals, sample size, estimated Poisson mean. Simulation indicate that tests have good level stability appreciable power against competing distributions mixed type.