Exact EDF Goodness-of-Fit Tests for Inverse Gaussian Distributions

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.

Keywords:

• Composite hypothesis
• Power of the test
• Monte Carlo method
• Uniform distribution

Acknowledgments

We are grateful to the referees for their valuable comments which led to substantial improvement in the presentation of this article.