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Testing the homogeneity of inverse Gaussian scale-like parameters

Author

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  • Chang, Ming
  • You, Xuqun
  • Wen, Muqing

Abstract

A test for the homogeneity of normal variances was proposed by Liu and Xu [Liu, X.H., Xu, X.Z., 2010. A generalized p-value approach for testing the homogeneity of variances. Statistics and Probability Letters 80, 1486–1491]. For testing the homogeneity of inverse Gaussian scale-like parameters, a parallel test is developed in this article. The proposed test is proved to have exact frequent property. The merits of the proposed method are numerically compared with the existing method with respect to their sizes and powers under different scenarios. The simulation results show that the proposed approach can perform hypothesis testing with satisfactory sizes and powers.

Suggested Citation

  • Chang, Ming & You, Xuqun & Wen, Muqing, 2012. "Testing the homogeneity of inverse Gaussian scale-like parameters," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1755-1760.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:10:p:1755-1760
    DOI: 10.1016/j.spl.2012.05.013
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    References listed on IDEAS

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    1. Liu, Xuhua & Xu, Xingzhong, 2010. "A new generalized p-value approach for testing the homogeneity of variances," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1486-1491, October.
    2. Tian, Lili, 2006. "Testing equality of inverse Gaussian means under heterogeneity, based on generalized test variable," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1156-1162, November.
    3. Li, Xinmin, 2009. "A generalized p-value approach for comparing the means of several log-normal populations," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1404-1408, June.
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    Cited by:

    1. Wong ACM & Zhang S, 2017. "A Directional Approach for Testing Homogeneity of Inverse Gaussian Scale-Like Parameters," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 3(2), pages 34-39, September.
    2. Sadooghi-Alvandi, Soltan Mohammad & Malekzadeh, Ahad, 2013. "A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions," Statistics & Probability Letters, Elsevier, vol. 83(8), pages 1844-1848.
    3. Ali Akbar Jafari & Javad Shaabani, 2020. "Comparing scale parameters in several gamma distributions with known shapes," Computational Statistics, Springer, vol. 35(4), pages 1927-1950, December.
    4. Mahmood Kharrati-Kopaei, 2021. "On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions," Computational Statistics, Springer, vol. 36(2), pages 1123-1138, June.

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