Score and Wald tests for the homogeneity of inverse Gaussian scale parameters based on computational approach test

Güven G., Şamkar H., Gökpınar F.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.51, sa.11, ss.6649-6666, 2022 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 51 Sayı: 11
  • Basım Tarihi: 2022
  • Doi Numarası: 10.1080/03610918.2020.1811330
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.6649-6666
  • Anahtar Kelimeler: Computational approach test, Inverse Gaussian distribution, Scale parameter, Score statistic, Wald statistic
  • Eskişehir Osmangazi Üniversitesi Adresli: Evet

Özet

In this study, we first obtain likelihood based Wald and score tests for testing the homogeneity of scale parameters ofkindependent inverse Gaussian populations. After that, we adapt these tests into the computational approach test procedure. We also provide theoretical investigation of these proposed tests in detail. The performances of the proposed tests are compared with the existing tests via extensive Monte Carlo simulations. The results of the simulation study reveal that the proposed tests are more powerful than the competitors in all settings, especially when sample sizes are unbalanced. Finally, a real data set is analyzed to illustrate the implementation of the proposed tests.