INFERENCES ON THE COEFFICIENT OF VARIATION OF AN INVERSE GAUSSIAN DISTRIBUTION

被引：12

作者：

HSIEH, HK

机构：

[1] Department of Mathematics and Statistics, University of Massachusetts, Amherst, MA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1990年 / 19卷 / 05期

关键词：

Bayes H.P.D. interval; bounds; coefficient of variation; confidence; kurtosis; Likelihood ratio test; power function; skewness;

D O I：

10.1080/03610929008830279

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The likelihood ratio test for a characteristic parameter of the inverse Gaussian distribution is derived. The parameter of interest characterizes the coefficient of variation, the skewness and the kurtosis of the distribution. The distribution of the test statistic is presented in a simplified form. Useful quantiles of the distribution are given. Methods for constructing confidence bounds for the pararameter, including Bayes highest posterior density intervals, are considered. © 1990, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：1589 / 1605

页数：17

共 50 条

[1] Confidence Intervals for Coefficient of Variation of Inverse Gaussian Distribution
Chankham, Wasana
Niwitpong, Sa-Aat
Niwitpong, Suparat
[J]. ICVISP 2019: PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON VISION, IMAGE AND SIGNAL PROCESSING, 2019,
[2] ESTIMATING THE MEAN OF AN INVERSE GAUSSIAN DISTRIBUTION WITH KNOWN COEFFICIENT OF VARIATION
JOSHI, S
SHAH, M
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1991, 20 (09) : 2907 - 2912
[3] CONDITIONAL INFORMATION FOR AN INVERSE GAUSSIAN DISTRIBUTION WITH KNOWN COEFFICIENT OF VARIATION
HIRANO, K
IWASE, K
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1989, 41 (02) : 279 - 287
[4] A comparison of estimators for the mean in the inverse Gaussian distribution with a known coefficient of variation
Kim, K
Choi, B
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2002, 72 (12) : 899 - 908
[5] On testing the coefficient of variation in an inverse Gaussian population
Chaubey, Yogendra P.
Sen, Debaraj
Saha, Krishna K.
[J]. STATISTICS & PROBABILITY LETTERS, 2014, 90 : 121 - 128
[6] A study of the robustness of the sequential tests for the parameters of an inverse Gaussian distribution with known coefficient of variation
Pande, M. K.
Bhatt, S.
Surinder, K.
[J]. INTERNATIONAL JOURNAL OF AGRICULTURAL AND STATISTICAL SCIENCES, 2007, 3 (02): : 413 - 420
[7] LINEAR-REGRESSION THROUGH THE ORIGIN WITH CONSTANT COEFFICIENT OF VARIATION FOR THE INVERSE GAUSSIAN DISTRIBUTION
IWASE, K
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1989, 18 (10) : 3587 - 3593
[8] Symmetrizing and Variance Stabilizing Transformations of Sample Coefficient of Variation from Inverse Gaussian Distribution
Chaubey Y.P.
Singh M.
Sen D.
[J]. Sankhya B, 2017, 79 (2) : 217 - 246
[9] Estimation of coefficient of variation in a weighted inverse Gaussian model
Gupta, RC
Akman, O
[J]. APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, 1996, 12 (04): : 255 - 263
[10] Estimation of coefficient of variation in a weighted inverse Gaussian model
Univ of Maine, Orono, United States
[J]. Appl Stochastic Models Data Anal, 4 (255-263):

← 1 2 3 4 5 →