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

页码：505 / 516

页数：12