Details

Autor(en) / Beteiligte

• Wong, A. C. M.

Titel

Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach

Ist Teil von

• Statistical papers (Berlin, Germany), 2016-04, Vol.57 (2), p.319-327

Ort / Verlag

Berlin/Heidelberg: Springer Berlin Heidelberg

Erscheinungsjahr

2016

Quelle

EBSCOhost Business Source Ultimate

Beschreibungen/Notizen

• The cumulant generating function of the statistic W defined in Chang et al. (Stat Probab Lett 82:1755–1760, 2012 ) for testing homogeneity of the scale-like parameters of several inverse Gaussian distributions is derived in this paper. Then two saddlepoint-based methods are proposed to obtain the asymptotic distribution function of W . Simulation results illustrate that the proposed methods are very accurate and powerful even for very small sample sizes and large number of populations.