SUMMARY This note discusses an error occurring in a test for Poisson overdispersion suggested by Tiago de Oliveira (1965). The limiting null distribution of the suggested statistic is neither pivotal nor is it standard normal. The error lies in the computation of the asymptotic standard error of the overdispersion estimate, for which a corrected version is given. The corrected version of the test statistic becomes equivalent to the normalized version of Fisher's index of dispersion.
No takes yet. Share an insight, caveat, or question.
Dankmar Böhning (1994) studied this question.
Synapse has enriched one closely related paper. Consider it for comparative context: