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Inferences on the coefficient of variation of an inverse gaussian distribution
Authors:H. K. Hsieh
Affiliation:Department of Mathematics and Statistics , University of Massachusetts , Amherst, MA 01003
Abstract:
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 quanfiles of the distribution are given. Methods for constructing confidence bounds for the parameter, including Bayes highest posterior density intervals, are considered.
Keywords:Likelihood ratio test  power function  confidence bounds  Bayes H.P.D. interval  coefficient of variation  skewness   kurtosis
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