On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00180-020-01053-4.pdf
Reference40 articles.
1. Alam K, Paul S (2015) Testing equality of scale parameters of two Weibull distributions in the presence of unequal shape parameters ACTA et Commentationes Universitatis Tartuensis de. Mathematica 19:11–26. https://doi.org/10.12697/ACUTM.2015.19.02
2. Alexits G (1961) Chapter I-fundamental ideas, examples of series of orthogonal functions. In: Convergence Problems of orthogonal series, vol 20. Pergamon, pp 13, 46. https://doi.org/10.1016/b978-1-4831-9774-6.50006-x
3. Balakrishna N, Rahul T (2014) Inverse Gaussian distribution for modeling conditional durations in finance. Commun Stat Simul Comput 43:476–486. https://doi.org/10.1080/03610918.2012.705938
4. Billingsley P (1995) Probability and measure, 3rd edn. Wiley, New York
5. Boik RJ (1993) Algorithm AS 284: null distribution of a statistic for testing sphericity and additivity—a Jacobi polynomial expansion. Appl Stat 42:567. https://doi.org/10.2307/2986335
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