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Metrika

, Volume 82, Issue 5, pp 529–545 | Cite as

Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value

  • Mohammad Reza Kazemi
  • Ali Akbar JafariEmail author
Article
  • 49 Downloads

Abstract

In this paper, we consider inference about the shape parameters of several inverse Gaussian distributions. At first, an approach is given to test the equality of these parameters based on modified likelihood ratio test. Then, five approaches are presented to construct confidence intervals for the common shape parameter. The performance of these approaches is studied using Monte Carlo simulation, and illustrated using a real data set.

Keywords

Confidence distribution Maximum likelihood estimation Modified signed log-likelihood ratio 

Notes

Acknowledgements

The authors are grateful to the Editor in Chief and anonymous referees for their helpful comments and suggestions to improve this manuscript.

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Department of Statistics, Faculty of ScienceFasa UniversityFasaIran
  2. 2.Department of StatisticsYazd UniversityYazdIran

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