Analysis of Two-Factor Experiments Under an Inverse Gaussian Model

DOI10.2307/2288191zbMath0535.62062OpenAlexW4237520995MaRDI QIDQ3319627

Arthur Fries, Gouri K. Bhattacharyya

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2288191

zbMATH Keywords

asymptotic normalityinverse Gaussian distributionstrong consistencylikelihood ratio testslife testingleast squares approachanalysis of reciprocalsconfidence intervals for contrastsexplicit solutions to likelihood equationsreciprocal-linear modelunderlying Wiener process

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Reliability and life testing (62N05)

Related Items

Optimal design for an inverse Gaussian regression model, Exponentially smoothed control charts for the inverse-gaussian process, Testing the equality of several inverse Gaussian means under heterogeneity, Simultaneous confidence intervals for comparing several inverse Gaussian means under heteroscedasticity, Bayesian analysis of covariance under inverse Gaussian model, Tests for outliers in the inverse Gaussian distribution, with application to first hitting time models, Estimation in inverse Gaussian regression: Comparison of asymptotic and bootstrap distributions, On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions, Asymptotics and bootstrap for inverse Gaussian regression