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varentropy estimators applied to test of fit for inverse gaussian distribution
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نویسنده
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alizadeh noughabi hadi ,shafaei noughabi mohammad
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منبع
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journal of mahani mathematical research - 2024 - دوره : 13 - شماره : 2 - صفحه:13 -32
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چکیده
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Recently, alizadeh and shafaei (2023) introduced some estimators for varentropy of a continuous random variable. the present article applies these estimators and construct some tests of fit for inverse gaussian distribution. percentage points and type i error of the new tests are obtained and then power values of the proposed tests against various alternatives are computed. the results of a simulation study show that the tests have a good performance in terms of power. finally, a real data set is used to illustrate the application of the proposed tests.
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کلیدواژه
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varentropy estimator ,inverse gaussian distribution ,maximum likelihood estimates ,goodness-of-fit test ,percentage points ,monte carlo simulation ,test power
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آدرس
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university of birjand, department of statistics, iran, university of gonabad, department of mathematics and statistics, iran
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پست الکترونیکی
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mohamad.shafaee@gmail.com
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Authors
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