A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests

Khoan T. Dinh, Nhu T. Nguyen and Truc T. Nguyen

International Journal of Mathematics and Mathematical Sciences, 2003, vol. 2003, 1-6

Abstract:

We give a new characterization of inverse Gaussian distributions using the regression of a suitable statistic based on a given random sample. A corollary of this result is a characterization of inverse Gaussian distribution based on a conditional joint density function of the sample. Application of this corollary as a transformation in the procedure to construct EDF (empirical distribution function) goodness-of-fit tests for inverse Gaussian distributions is also studied.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:823538

DOI: 10.1155/S0161171203207237

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