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A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions

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  • Sadooghi-Alvandi, Soltan Mohammad
  • Malekzadeh, Ahad

Abstract

For testing the equality of scale parameters of several inverse Gaussian distributions, we propose an exact test which is much easier to implement than the test proposed by Chang et al. (2012). Our simulations indicate that our proposed test is also more powerful.

Suggested Citation

  • Sadooghi-Alvandi, Soltan Mohammad & Malekzadeh, Ahad, 2013. "A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions," Statistics & Probability Letters, Elsevier, vol. 83(8), pages 1844-1848.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:8:p:1844-1848
    DOI: 10.1016/j.spl.2013.04.019
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    References listed on IDEAS

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    1. Tian, Lili, 2006. "Testing equality of inverse Gaussian means under heterogeneity, based on generalized test variable," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1156-1162, November.
    2. Chang, Ming & You, Xuqun & Wen, Muqing, 2012. "Testing the homogeneity of inverse Gaussian scale-like parameters," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1755-1760.
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    Citations

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    Cited by:

    1. Ali Akbar Jafari & Javad Shaabani, 2020. "Comparing scale parameters in several gamma distributions with known shapes," Computational Statistics, Springer, vol. 35(4), pages 1927-1950, December.
    2. Mahmood Kharrati-Kopaei & Ahad Malekzadeh, 2019. "On the exact distribution of the likelihood ratio test for testing the homogeneity of scale parameters of several two-parameter exponential distributions: complete and censored samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(4), pages 409-427, May.

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