Score Tests for Inverse Gaussian Mixtures

The mixed inverse Gaussian given by Whitmore (Scand. J. Statist., 13, 1986, 211–220) provides a convenient way for testing the goodness-of-fit of a pure inverse Gaussian distribution. The test is a one-sided score test with the null hypothesis being the pure inverse Gaussian (i.e. the mixing paramet...

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Bibliographic Details
Main Authors: Desmond, A. F., YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
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Online Access:https://ink.library.smu.edu.sg/soe_research/524
https://ink.library.smu.edu.sg/context/soe_research/article/1523/viewcontent/YangZDemond_ASMBI2011.pdf
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Institution: Singapore Management University
Language: English