An Exact Generalized Test for Homogeneity of Inverse Gaussian Scale Parameters

作     者：Xu-hua LIU Xing-zhong XU Wei-yan MU Xu-hua LIU;Xing-zhong XU;Wei-yan MU

作者机构：Department of Mathematics China Agricultural University Beijing 100083 China College of Mathematics Beijing Institute of Technology Beijing 100081 China School of Science Beijing University of Civil Engineering and Architecture Beijing 100044 China 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2019年第35卷第4期

页      面：761-769页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by the National Natural Science Foundation of China(Grant No.11201478 11471030 11126197 and11471035) 

主　　题：Inverse Gaussian distribution Generalized p-value Exact frequentist property 

摘      要：In this paper, we propose a new generalized p-value for testing homogeneity of scale parameters λi from k independent inverse Gaussian populations. The proposed generalized p-value is proved to have exact frequentist property, and it is also invariant under the group of scale transformation. Simulation results indicate that the proposed test is better than existing approximate χ^2 test.