On testing the coefficient of variation in an inverse Gaussian population

DOI10.1016/j.spl.2014.03.023zbMath1288.62022OpenAlexW2090512127MaRDI QIDQ2453933

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

Publication date: 11 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.03.023

zbMATH Keywords

Neyman-Pearson lemmamaximal invariantUMP invariant test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items

Ordered classification rules for inverse gaussian populations with unknown parameters, Symmetrizing and variance stabilizing transformations of sample coefficient of variation from inverse Gaussian distribution, On the Crack random numbers generation procedure, Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value, Estimation and testing of a common coefficient of variation from inverse Gaussian distributions

Uses Software

• R

Cites Work

• The inverse Gaussian distribution. Statistical theory and applications
• Edgeworth expansions with mixtures and applications
• Statistical Properties of Inverse Gaussian Distributions. I
• The Inverse Gaussian Distribution as a Lifetime Model
• The Utilization of a Known Coefficient of Variation in the Estimation Procedure
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