Score Tests for Inverse Gaussian Mixture
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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2003
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1041 https://ink.library.smu.edu.sg/context/soe_research/article/2040/viewcontent/Score_Tests_for_Inverse_Gaussian_Mixtures.pdf |
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| Institution: | Singapore Management University |
| Language: | English |