Testing the equality of several inverse Gaussian means under heterogeneity

Abstract

We consider the problem of testing the equality of several inverse Gaussian means when the scale parameters and sample sizes are possibly unequal. We propose four parametric bootstrap (PB) tests based on the uniformly minimum variance unbiased estimators of parameters. We also compare our proposed tests with the existing ones via an extensive simulation study in terms of controlling the Type I error rate and power performance. Simulation results show the merits of the PB tests.

Keywords:

• ANOR
• Inverse Gaussian distribution
• Parametric bootstrap
• Type I error rate

Acknowledgments

The authors would like to thank the referee for the given constructive comments. They would also acknowledge the Research Council of Shiraz University.

Disclosure statement

No potential conflict of interest was reported by the authors.