Jurnal Pendidikan Matematika
Vol. 2 No. 3 (2025): May

A Goodness-of-Fit Test for the Geometric Distribution Based on a Ratio of Estimators Derived from Order Statistics

Al-Tameemi, Khaleel Ali Hussein (Unknown)



Article Info

Publish Date
30 May 2025

Abstract

This paper introduces a novel goodness-of-fit test for the Geometric distribution, designed to address shortcomings in detecting specific, yet common, departures from the null hypothesis, such as over-dispersion and non-constant hazard rates, the core of our methodology is the formulation of a new test statistic, Tₙ, constructed as a ratio of two distinct estimators for a function of the distribution's parameter, the first estimator is the uniformly minimum variance unbiased estimator derived from the sample mean, while the second is a novel estimator derived from the frequency of the first order statistic, we derive the asymptotic normal distribution of the standardized statistic, Zₙ, under the null hypothesis using the multivariate delta method, a comprehensive Monte Carlo simulation study reveals that our proposed test maintains excellent control over the Type I error rate. Crucially, the results demonstrate that our test possesses substantially higher statistical power than the standard Anderson-Darling test against over-dispersed alternatives like the Negative Binomial distribution and alternatives with non-constant hazard rates such as the Discrete Weibull distribution, the test also shows superior performance in detecting data contamination, making it a robust and powerful tool for practical applications.

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Journal Info

Abbrev

ppm

Publisher

Subject

Education Mathematics Other

Description

Jurnal Pendidikan Matematika ISSN 3030-9263 is a scientific journal published by Indonesian Journal Publisher. This journal publishes four issues annually in the months of November, February, May, and August. This journal only accepts original scientific research works (not a review) that have not ...