Abstract
Exact EDF goodness-of-fit tests for inverse Gaussian (m, λ) distributions in different cases of unknown parameters are constructed. In the case m is unknown and λ is known, a chi-square test is also proposed. The powers of the tests are estimated by Monte Carlo method at several different alternative distributions.
Acknowledgments
We are grateful to the referees for their valuable comments which led to substantial improvement in the presentation of this article.