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

GÜVEN G., ŞAMKAR H., GÖKPINAR F.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, vol.51, no.11, pp.6649-6666, 2022 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 51 Issue: 11
  • Publication Date: 2022
  • Doi Number: 10.1080/03610918.2020.1811330
  • Journal Name: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Journal Indexes: 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
  • Page Numbers: pp.6649-6666
  • Keywords: Computational approach test, Inverse Gaussian distribution, Scale parameter, Score statistic, Wald statistic, ONE-WAY ANOVA, MODELS, VARIANCE
  • Gazi University Affiliated: Yes

Abstract

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.