Estimation functions and uniformly most powerful tests for inverse Gaussian distribution

Ion Vladimirescu; Radu Tunaru

Commentationes Mathematicae Universitatis Carolinae (2003)

  • Volume: 44, Issue: 1, page 153-164
  • ISSN: 0010-2628

Abstract

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The aim of this article is to develop estimation functions by confidence regions for the inverse Gaussian distribution with two parameters and to construct tests for hypotheses testing concerning the parameter λ when the mean parameter μ is known. The tests constructed are uniformly most powerful tests and for testing the point null hypothesis it is also unbiased.

How to cite

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Vladimirescu, Ion, and Tunaru, Radu. "Estimation functions and uniformly most powerful tests for inverse Gaussian distribution." Commentationes Mathematicae Universitatis Carolinae 44.1 (2003): 153-164. <http://eudml.org/doc/249204>.

@article{Vladimirescu2003,
abstract = {The aim of this article is to develop estimation functions by confidence regions for the inverse Gaussian distribution with two parameters and to construct tests for hypotheses testing concerning the parameter $\lambda $ when the mean parameter $\mu $ is known. The tests constructed are uniformly most powerful tests and for testing the point null hypothesis it is also unbiased.},
author = {Vladimirescu, Ion, Tunaru, Radu},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {inverse Gaussian distribution; estimation functions; uniformly most powerful test; unbiased test; inverse Gaussian distribution; estimation functions; uniformly most powerful test; unbiased test},
language = {eng},
number = {1},
pages = {153-164},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Estimation functions and uniformly most powerful tests for inverse Gaussian distribution},
url = {http://eudml.org/doc/249204},
volume = {44},
year = {2003},
}

TY - JOUR
AU - Vladimirescu, Ion
AU - Tunaru, Radu
TI - Estimation functions and uniformly most powerful tests for inverse Gaussian distribution
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 2003
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 44
IS - 1
SP - 153
EP - 164
AB - The aim of this article is to develop estimation functions by confidence regions for the inverse Gaussian distribution with two parameters and to construct tests for hypotheses testing concerning the parameter $\lambda $ when the mean parameter $\mu $ is known. The tests constructed are uniformly most powerful tests and for testing the point null hypothesis it is also unbiased.
LA - eng
KW - inverse Gaussian distribution; estimation functions; uniformly most powerful test; unbiased test; inverse Gaussian distribution; estimation functions; uniformly most powerful test; unbiased test
UR - http://eudml.org/doc/249204
ER -

References

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  13. O'Reilly F., Rueda R., Goodness-of-fit for the inverse Gaussian distribution, Canad. J. Statist. 20 387-397. Zbl0765.62051MR1208351
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  20. Wald, A., Sequential Analysis, Wiley, New York. Zbl0091.14602MR0020764

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