Testing equality of shape parameters in several inverse Gaussian populations

Cuizhen Niu, Xu Guo, Wangli Xu and Lixing Zhu

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 6, 795-809

Abstract: Due to the strikingly resemblance to the normal theory and inference methods, the inverse Gaussian (IG) distribution is commonly applied to model positive and right-skewed data. As the shape parameter in the IG distribution is greatly related to other important quantities such as the mean, skewness, kurtosis and the coefficient of variation, it plays an important role in distribution theory. This paper focuses on testing the equality of shape parameters in several inverse Gaussian distributions. Three tests are suggested: the exact generalized inference-based test, the asymptotic test and a test that is based on parametric bootstrap approximation. Simulation studies are undertaken to examine the performances of the these methods, and three real data examples are analyzed for illustration. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Inverse Gaussian distribution; Generalized inference; Asymptotic test; Parametric bootstrap; Shape parameter (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00184-013-0465-5

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