Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value

被引：0
作者：
Mohammad Reza Kazemi
Ali Akbar Jafari
机构：
[1] Fasa University,Department of Statistics, Faculty of Science
[2] Yazd University,Department of Statistics
来源：
Metrika | 2019年 / 82卷
关键词：
Confidence distribution; Maximum likelihood estimation; Modified signed log-likelihood ratio;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we consider inference about the shape parameters of several inverse Gaussian distributions. At first, an approach is given to test the equality of these parameters based on modified likelihood ratio test. Then, five approaches are presented to construct confidence intervals for the common shape parameter. The performance of these approaches is studied using Monte Carlo simulation, and illustrated using a real data set.
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页码：529 / 545
页数：16
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