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Use of the Score Statistic for Testing Goodness-of-Fit of Some Generalised Distributions |
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| Authors: | J C W Rayner R I McIntyre |
| Abstract: | The use of the score statistic to test whether a generalised distribution gives an improved fit over a non-generalised distribution is recommended. The score statistic for a generalised exponential family is derived. Several specific examples are given. |
| Keywords: | Score statistic goodness-of-fit exponential family |