Creating a bootsrap interval in order to test model correctness. Hypothesized model is exponential, data comes from gamma distribution.
As shown in White (1982), the
can be used to test model correctness. This implementation is not of a Wald Test, as suggested by White (1982), but a bootstrapping approach described in Ch. 19 by Keener.
The results are not consistent with randomization. The acceptance/rejection of the null hypothesis depends strongly on the original sample from the gamma distribution.
References:
Maximum Likelihood Estimation of Misspecified Models, White 1982
Lecture 16 — MLE under model misspecification, STATS 200: Introduction to Statistical Inference - Stanford
Theoretical Statistics - Keener, Robert