2012
DOI: 10.1080/00949655.2010.531018
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Cumulant plots and goodness-of-fit tests for the inverse Gaussian distribution

Abstract: This paper uses a standardized version of the logarithm of the empirical moment generating function in order to construct plots for assessing the appropriateness of the inverse Gaussian distribution. Variability is added to the plots by utilizing asymptotic and finite-sample results. The plots have linear scales and do not rely on the use of tables or special functions. In addition, they are equivalent to a goodness-of-fit test whose critical values are obtained from fitted equations involving the sample size … Show more

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Cited by 11 publications
(9 citation statements)
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“…The significance of each term in the equation is to estimate the goodness of fit in each case. 13 Response surfaces were drawn to determine the individual and interactive effects of the test variable on the hardness, wear resistance and water absorption of the developed brake pad.…”
Section: Methodsmentioning
confidence: 99%
“…The significance of each term in the equation is to estimate the goodness of fit in each case. 13 Response surfaces were drawn to determine the individual and interactive effects of the test variable on the hardness, wear resistance and water absorption of the developed brake pad.…”
Section: Methodsmentioning
confidence: 99%
“…Let λ (1) , λ (2) , · · · , λ (M) denote the order values of λ 1 , λ 2 , · · · , λ M . Then using the algorithm proposed by Chen and Shao [7], the 100(1-α)% HPD credible interval for λ is given by…”
Section: Hpd Credible Interval Estimationmentioning
confidence: 99%
“…Tweedi [10] has investigated the properties of IG distribution in detail. Koutrouvelis and Karagrigorious [7] provided a complete review on existing tests for the IG distribution. Basak and Balakrishnan [1] developed estimation methods based on progressive Type-II censored samples from three-parameter IG distribution.…”
Section: Introductionmentioning
confidence: 99%
“…For this problem there exist several modified versions of the classical empirical distribution function (EDF) tests and some tests based on the empirical Laplace transform of the observations. Koutrouvelis and Karagrigoriou (2012) (1), which are asymptotically independent of parameter φ under the null hypothesis. Vexler et al (2011) proposed a test based on an empirical likelihood ratio, which can be considered of the same type of the tests proposed here.…”
Section: Introductionmentioning
confidence: 98%