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Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach

The cumulant generating function of the statistic W defined in Chang et al. (Stat Probab Lett 82:1755–1760, 2012 ) for testing homogeneity of the scale-like parameters of several inverse Gaussian distributions is derived in this paper. Then two saddlepoint-based methods are proposed to obtain the as...

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Bibliographic Details
Published in:Statistical papers (Berlin, Germany) Germany), 2016-04, Vol.57 (2), p.319-327
Main Author: Wong, A. C. M.
Format: Article
Language:English
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Summary:The cumulant generating function of the statistic W defined in Chang et al. (Stat Probab Lett 82:1755–1760, 2012 ) for testing homogeneity of the scale-like parameters of several inverse Gaussian distributions is derived in this paper. Then two saddlepoint-based methods are proposed to obtain the asymptotic distribution function of W . Simulation results illustrate that the proposed methods are very accurate and powerful even for very small sample sizes and large number of populations.
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-014-0653-z