Abstract

MUNOZ, LUIS ALFONSO  and  MAYORGA, JORGE HUMBERTO. Goodness-of-Fit Employing the Moment Generating Function. Rev.Colomb.Estad. [online]. 2010, vol.33, n.1, pp.111-125. 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 G_n 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.

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