Revista Colombiana de Estadística
Print version ISSN 0120-1751
We propose a statistic to evaluate the goodness-of-fit where we used the empirical moment generating function and the moment generating function, from the considered information it found that the Gn statistic was different behavior according to the used model for the fitting. Its behavior was great or similar to the Pearson statistics, but it was exceeded for the K-S statistic, also for the evaluated statistic was not influential to the sample size.
Keywords : Goodness-of-fit; Moment generating function; Simulation.