Goodness-of-Fit Test for the Bivariate Negative Binomial Distribution

When modeling real-world data, we face the challenge of determining which probability distribution best represents the data. To address this intricate problem, we rely on goodness-of-fit tests. However, when the data come from a bivariate negative binomial distribution, the literature reveals no exi...

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Main Authors: Francisco Novoa-Muñoz, Juan Pablo Aguirre-González
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Axioms
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Online Access:https://www.mdpi.com/2075-1680/14/1/54
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author Francisco Novoa-Muñoz
Juan Pablo Aguirre-González
author_facet Francisco Novoa-Muñoz
Juan Pablo Aguirre-González
author_sort Francisco Novoa-Muñoz
collection DOAJ
description When modeling real-world data, we face the challenge of determining which probability distribution best represents the data. To address this intricate problem, we rely on goodness-of-fit tests. However, when the data come from a bivariate negative binomial distribution, the literature reveals no existing goodness-of-fit test for this distribution. For this reason, in this article, we propose and study a computationally convenient goodness-of-fit test for the bivariate negative binomial distribution. This test is based on a bootstrap approximation and a parallelization strategy. To this end, we use a reparameterization technique based on the probability generating function and a Cramér-von Mises-type statistic. From the simulation studies, we conclude that the results converge to the established nominal levels as the sample size increases, and in all cases considered, the parametric bootstrap method provides an accurate approximation of the null distribution of the statistic we propose. Additionally, we verify the power of the proposed test, as well as its application to five real datasets. To accelerate the massive computational work, we employ the parallelization strategy that, according to Novoa-Muñoz (2024), was the most efficient among the techniques he analyzed.
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spelling doaj-art-cae9b2b90ad14341acb19ecb6eff5af92025-01-24T13:22:17ZengMDPI AGAxioms2075-16802025-01-011415410.3390/axioms14010054Goodness-of-Fit Test for the Bivariate Negative Binomial DistributionFrancisco Novoa-Muñoz0Juan Pablo Aguirre-González1Departamento de Enfermería, Facultad de Ciencias de la Salud y de los Alimentos, Universidad del Bío-Bío, Chillán 3800708, ChileDepartamento de Estadística, Universidad del Bío-Bío, Concepción 4051381, ChileWhen modeling real-world data, we face the challenge of determining which probability distribution best represents the data. To address this intricate problem, we rely on goodness-of-fit tests. However, when the data come from a bivariate negative binomial distribution, the literature reveals no existing goodness-of-fit test for this distribution. For this reason, in this article, we propose and study a computationally convenient goodness-of-fit test for the bivariate negative binomial distribution. This test is based on a bootstrap approximation and a parallelization strategy. To this end, we use a reparameterization technique based on the probability generating function and a Cramér-von Mises-type statistic. From the simulation studies, we conclude that the results converge to the established nominal levels as the sample size increases, and in all cases considered, the parametric bootstrap method provides an accurate approximation of the null distribution of the statistic we propose. Additionally, we verify the power of the proposed test, as well as its application to five real datasets. To accelerate the massive computational work, we employ the parallelization strategy that, according to Novoa-Muñoz (2024), was the most efficient among the techniques he analyzed.https://www.mdpi.com/2075-1680/14/1/54bivariate negative binomial distributiongoodness-of-fitstatistical simulationsimulation techniquesbootstrap distribution estimatorparallel programming
spellingShingle Francisco Novoa-Muñoz
Juan Pablo Aguirre-González
Goodness-of-Fit Test for the Bivariate Negative Binomial Distribution
Axioms
bivariate negative binomial distribution
goodness-of-fit
statistical simulation
simulation techniques
bootstrap distribution estimator
parallel programming
title Goodness-of-Fit Test for the Bivariate Negative Binomial Distribution
title_full Goodness-of-Fit Test for the Bivariate Negative Binomial Distribution
title_fullStr Goodness-of-Fit Test for the Bivariate Negative Binomial Distribution
title_full_unstemmed Goodness-of-Fit Test for the Bivariate Negative Binomial Distribution
title_short Goodness-of-Fit Test for the Bivariate Negative Binomial Distribution
title_sort goodness of fit test for the bivariate negative binomial distribution
topic bivariate negative binomial distribution
goodness-of-fit
statistical simulation
simulation techniques
bootstrap distribution estimator
parallel programming
url https://www.mdpi.com/2075-1680/14/1/54
work_keys_str_mv AT francisconovoamunoz goodnessoffittestforthebivariatenegativebinomialdistribution
AT juanpabloaguirregonzalez goodnessoffittestforthebivariatenegativebinomialdistribution