Exact EDF goodness-of-fit tests for inverse Gaussian distributions

被引：3
作者：
Nguyen, TT
Dinh, KT
机构：
[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA
[2] US EPA, Washington, DC 20460 USA
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2003年 / 32卷 / 02期
关键词：
composite hypothesis; power of the test; Monte Carlo method; uniform distribution;
D O I：
10.1081/SAC-120017504
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Exact EDF goodness-of-fit tests for inverse Gaussian (m, lambda) distributions in different cases of unknown parameters are constructed. In the case m is unknown and lambda 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.
引用
收藏
页码：505 / 516
页数：12
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