On testing the coefficient of variation in an inverse Gaussian population

Yogendra P. Chaubey, Debaraj Sen and Krishna K. Saha

Statistics & Probability Letters, 2014, vol. 90, issue C, 121-128

Abstract: Here we prove that the LR test for one sided hypotheses concerning the coefficient of variation in an inverse Gaussian family is the UMP invariant test under scale transformation. Some approximations to the CDF of the test statistic are investigated.

Keywords: Maximal invariant; Neyman–Pearson lemma; UMP invariant test (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2014.03.023

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