On testing the coefficient of variation in an inverse Gaussian population

Here we prove that the LR test for one sided hypotheses concerning the coefficient of variation in an inverse Gaussian family is the UMP invariant test under scale transformation. Some approximations to the CDF of the test statistic are investigated.

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Year of publication:	2014
Authors:	Chaubey, Yogendra P. ; Sen, Debaraj ; Saha, Krishna K.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 90.2014, C, p. 121-128
Publisher:	Elsevier
Subject:	Maximal invariant \| Neyman–Pearson lemma \| UMP invariant test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010776530