A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests (Q1864296)

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scientific article; zbMATH DE number 1883689
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    A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests
    scientific article; zbMATH DE number 1883689

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      A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests (English)
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      17 March 2003
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      Summary: 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 distributions 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.
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