An Exact Generalized Test for Homogeneity of Inverse Gaussian Scale Parameters

被引：0
|
作者：
Xu-hua LIU [1 ]
Xing-zhong XU [2 ]
Wei-yan MU [3 ]
机构：
[1] Department of Mathematics, China Agricultural University
[2] College of Mathematics, Beijing Institute of Technology
[3] School of Science, Beijing University of Civil Engineering and Architecture
来源：
Acta Mathematicae Applicatae Sinica | 2019年 / 35卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Inverse Gaussian distribution; Generalized p-value; Exact frequentist property;
D O I：
暂无
中图分类号：
O212.1 [一般数理统计];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we propose a new generalized p-value for testing homogeneity of scale parameters λ;from k independent inverse Gaussian populations. The proposed generalized p-value is proved to have exact frequentist property, and it is also invariant under the group of scale transformation. Simulation results indicate that the proposed test is better than existing approximate χ;test.
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页码：761 / 769
页数：9
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