Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach

DOI10.1007/s00362-014-0653-zzbMath1348.62055OpenAlexW2009709921MaRDI QIDQ284179

Augustine C. M. Wong

Publication date: 17 May 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0653-z

zbMATH Keywords

log-likelihood ratio statisticsaddlepoint methodStirling formula

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (4)

Score and Wald tests for the homogeneity of inverse Gaussian scale parameters based on computational approach test ⋮ A note on the most powerful invariant test of Rayleigh against exponential distribution ⋮ Comparing scale parameters in several gamma distributions with known shapes ⋮ On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions

Cites Work

• A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions
• Testing the homogeneity of inverse Gaussian scale-like parameters
• The inverse Gaussian distribution. Statistical theory and applications
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Modified signed log likelihood ratio
• Saddle point approximation for the distribution of the sum of independent random variables
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Saddlepoint Approximations in Statistics
• Models for Variable-Stress Accelerated Life Testing Experiments Based on Wiener Processes and the Inverse Gaussian Distribution
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