Exact EDF Goodness-of-Fit Tests for Inverse Gaussian Distributions
Truc Thanh Nguyen, Khoan T. Dinh
Abstract
Truc Thanh Nguyen, Khoan T. Dinh
Abstract
Exact EDF goodness-of-fit tests for inverse Gaussian (m, λ) distributions in different cases of unknown parameters are constructed. In the case m is unknown and λ is known, a chi-square test is also proposed. The powers of the tests are estimated by Monte Carlo method at several different alternative distributions.
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Exact EDF goodness-of-fit tests for inverse Gaussian (m, λ) distributions in different cases of unknown parameters are constructed. In the case m is unknown and λ is known, a chi-square test is also proposed. The powers of the tests are estimated by Monte Carlo method at several different alternative distributions.
Key concepts: Goodness of fit, Inverse Gaussian distribution, Inverse, Monte Carlo method, Gaussian, Mathematics, Applied mathematics, Statistics