Comparison of Probability Distributions

  • Lindsey J
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Abstract

By considering observed responses as discrete measurements, a method of comparison and plausibility of fit of probability distributions is developed using the multinomial distribution as the basis and using the likelihood function for making inferences. The proper interval widths are determined by a graphical method. A number of numerical examples are provided.

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Lindsey, J. K. (1974). Comparison of Probability Distributions. Journal of the Royal Statistical Society: Series B (Methodological), 36(1), 38–47. https://doi.org/10.1111/j.2517-6161.1974.tb00983.x

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