Estimation functions and uniformly most powerful tests for inverse Gaussian distribution
Commentationes Mathematicae Universitatis Carolinae, Tome 44 (2003) no. 1, pp. 153-164
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The aim of this article is to develop estimation functions by confidence regions for the inverse Gaussian distribution with two parameters and to construct tests for hypotheses testing concerning the parameter $\lambda $ when the mean parameter $\mu $ is known. The tests constructed are uniformly most powerful tests and for testing the point null hypothesis it is also unbiased.
The aim of this article is to develop estimation functions by confidence regions for the inverse Gaussian distribution with two parameters and to construct tests for hypotheses testing concerning the parameter $\lambda $ when the mean parameter $\mu $ is known. The tests constructed are uniformly most powerful tests and for testing the point null hypothesis it is also unbiased.
Classification :
62F03, 62F25
Keywords: inverse Gaussian distribution; estimation functions; uniformly most powerful test; unbiased test
Keywords: inverse Gaussian distribution; estimation functions; uniformly most powerful test; unbiased test
@article{CMUC_2003_44_1_a11,
author = {Vladimirescu, Ion and Tunaru, Radu},
title = {Estimation functions and uniformly most powerful tests for inverse {Gaussian} distribution},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {153--164},
year = {2003},
volume = {44},
number = {1},
mrnumber = {2045852},
zbl = {1127.62314},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_2003_44_1_a11/}
}
TY - JOUR AU - Vladimirescu, Ion AU - Tunaru, Radu TI - Estimation functions and uniformly most powerful tests for inverse Gaussian distribution JO - Commentationes Mathematicae Universitatis Carolinae PY - 2003 SP - 153 EP - 164 VL - 44 IS - 1 UR - http://geodesic.mathdoc.fr/item/CMUC_2003_44_1_a11/ LA - en ID - CMUC_2003_44_1_a11 ER -
%0 Journal Article %A Vladimirescu, Ion %A Tunaru, Radu %T Estimation functions and uniformly most powerful tests for inverse Gaussian distribution %J Commentationes Mathematicae Universitatis Carolinae %D 2003 %P 153-164 %V 44 %N 1 %U http://geodesic.mathdoc.fr/item/CMUC_2003_44_1_a11/ %G en %F CMUC_2003_44_1_a11
Vladimirescu, Ion; Tunaru, Radu. Estimation functions and uniformly most powerful tests for inverse Gaussian distribution. Commentationes Mathematicae Universitatis Carolinae, Tome 44 (2003) no. 1, pp. 153-164. http://geodesic.mathdoc.fr/item/CMUC_2003_44_1_a11/