Exact EDF Goodness-of-Fit Tests for Inverse Gaussian Distributions
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Publication:4707021
DOI10.1081/SAC-120017504zbMath1075.62525MaRDI QIDQ4707021
Publication date: 4 June 2003
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
empirical distribution functionsComposite hypothesis, Power of test, Monte Carlo method, Uniform distribution
Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Interval and finite arithmetic (65G30)
Related Items (2)
Transformations for Testing the Fit of the Inverse-Gaussian Distribution ⋮ Cumulant plots and goodness-of-fit tests for the inverse Gaussian distribution
Cites Work
- The inverse Gaussian distribution. Statistical theory and applications
- Statistical Properties of Inverse Gaussian Distributions. I
- The inverse gaussian distribution: Some properties and characterizations
- 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
- Estimation of the Inverse Gaussian Distribution Function
- Remarks on a Multivariate Transformation
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