Article ID Journal Published Year Pages File Type
1151784 Statistics & Probability Letters 2015 6 Pages PDF
Abstract

A new property of the Inverse Gaussian distribution leads to a variance ratio test of fit for this model. Based on a transformation to Gamma variables, two additional tests are discussed. It turns out that the asymptotic null distributions of the tests are independent of parameters.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Tests of fit for Inverse Gaussian distributions
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