Estimation and testing of a common coefficient of variation from inverse Gaussian distributions

DOI10.1007/978-3-030-86133-9_5zbMath1497.62063OpenAlexW4205959176MaRDI QIDQ2088543

Ashutosh Sarker, Debaraj Sen, Murari Singh, Yogendra P. Chaubey

Publication date: 22 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-86133-9_5

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Uses Software

• SAS
• SAS/STAT

Cites Work

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• The inverse Gaussian distribution. Statistical theory and applications
• The inverse Gaussian models: Analogues of symmetry, skewness and kurtosis
• Symmetrizing and variance stabilizing transformations of sample coefficient of variation from inverse Gaussian distribution
• On testing the coefficient of variation in an inverse Gaussian population
• Estimating the Population Coefficient of Variation by Confidence Intervals
• Statistical Properties of Inverse Gaussian Distributions. I
• Normalizing the Noncentral $t$ and $F$ Distributions
• The Inverse Gaussian Distribution as a Lifetime Model
• On Symmetrizing Transformation of the Sample Coefficient of Variation from a Normal Population
• APPLICATIONS OF THE NON-CENTRAL t-DISTRIBUTION
• Combining Unbiased Estimators

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