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Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value

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  • Mohammad Reza Kazemi

    (Fasa University)

  • Ali Akbar Jafari

    (Yazd University)

Abstract

In this paper, we consider inference about the shape parameters of several inverse Gaussian distributions. At first, an approach is given to test the equality of these parameters based on modified likelihood ratio test. Then, five approaches are presented to construct confidence intervals for the common shape parameter. The performance of these approaches is studied using Monte Carlo simulation, and illustrated using a real data set.

Suggested Citation

  • Mohammad Reza Kazemi & Ali Akbar Jafari, 2019. "Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(5), pages 529-545, July.
    • Handle: RePEc:spr:metrik:v:82:y:2019:i:5:d:10.1007_s00184-018-0693-9
    DOI: 10.1007/s00184-018-0693-9
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    References listed on IDEAS

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    6. Liu, Xuhua & Li, Na & Hu, Yuqin, 2015. "Combining inferences on the common mean of several inverse Gaussian distributions based on confidence distribution," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 136-142.
    7. Chaubey, Yogendra P. & Sen, Debaraj & Saha, Krishna K., 2014. "On testing the coefficient of variation in an inverse Gaussian population," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 121-128.
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    Cited by:

    1. Samadrita Bera & Nabakumar Jana, 2022. "On estimating common mean of several inverse Gaussian distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 115-139, January.

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