On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions

DOI10.1007/S00180-020-01053-4MaRDI QIDQ2032207zbMATHOpenAlexFDO

Authors Mahmood Kharrati-Kopaei

Publication date 16 June 2021

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-020-01053-4

zbMATH Keywords

characteristic functioninverse Gaussiananalysis of reciprocalsJacobi polynomial expansionMellin inverse transform

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Reliability and life testing (62N05)

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Cites work

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• Inverse Gaussian distribution for modeling conditional durations in finance
• Models for Variable-Stress Accelerated Life Testing Experiments Based on Wiener Processes and the Inverse Gaussian Distribution
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• On the exact distribution of the likelihood ratio test for testing the homogeneity of scale parameters of several two-parameter exponential distributions: complete and censored samples
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• Testing homogeneity of inverse Gaussian scale parameters based on generalized likelihood ratio
• Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach
• Testing the homogeneity of inverse Gaussian scale-like parameters
• The inverse Gaussian distribution. Statistical theory and applications
• The special functions and their approximations. Vol. I, II
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Cited in

(6)

• A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions
• Testing homogeneity of inverse Gaussian scale parameters based on generalized likelihood ratio
• Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach
• Testing the homogeneity of inverse Gaussian scale-like parameters
• Exact likelihood ratio scale and homogeneity testing of some loss processes
• An exact generalized test for homogeneity of inverse Gaussian scale parameters

Describes a project that uses

Uses Software

• AS 155
• AS 284
• CharFun

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