Modified goodness-of-fit tests for the inverse Gaussian distribution

DOI10.1016/S0167-9473(96)00056-4zbMath0900.62231OpenAlexW2074527697WikidataQ127673490 ScholiaQ127673490MaRDI QIDQ1391888

Dennis C. Dietz, Paul F. Auclair, Albert H. Moore, Huseyin Gunes

Publication date: 23 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(96)00056-4

zbMATH Keywords

Monte CarloGoodness-of-fitInverse Gaussian distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Inverse Gaussian Model and Its Applications in Reliability and Survival Analysis ⋮ A maximum entropy type test of fit ⋮ On a control chart for the Gini index with simulations ⋮ A new estimator of Kullback–Leibler information and its application in goodness of fit tests ⋮ Unnamed Item ⋮ Estimation of means and covariances of inverse-Gaussian order statistics. ⋮ Cumulant plots and goodness-of-fit tests for the inverse Gaussian distribution ⋮ Goodness-of-fit tests via ϕ-measures of divergence for censored data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistical Properties of Inverse Gaussian Distributions. I
• A modified Kolmogorov-Smirnov test for the inverse gaussian density with unknown parameters
• Quadratic statistics for the goodness-of-fit test of the inverse Gaussian distribution
• Goodness of fit for the inverse Gaussian distribution
• Generating Random Variates Using Transformations with Multiple Roots
• The Inverse Gaussian Distribution as a Lifetime Model
• On the Inverse Gaussian Distribution Function
• Sufficient Conditions for a First Passage Time Process to be that of Brownian Motion
• THE PROBABILITY INTEGRAL TRANSFORMATION WHEN PARAMETERS ARE ESTIMATED FROM THE SAMPLE

This page was built for publication: Modified goodness-of-fit tests for the inverse Gaussian distribution