Abstract

In this study, we first obtain likelihood based Wald and score tests for testing the homogeneity of scale parameters of k independent inverse Gaussian populations. After that, we adapt these tests into the computational approach test procedure. We also provide theoretical investigation of these proposed tests in detail. The performances of the proposed tests are compared with the existing tests via extensive Monte Carlo simulations. The results of the simulation study reveal that the proposed tests are more powerful than the competitors in all settings, especially when sample sizes are unbalanced. Finally, a real data set is analyzed to illustrate the implementation of the proposed tests.

摘要

在这项研究中，我们首先获得基于似然的 Wald 和分数测试，以测试k个独立逆高斯总体的尺度参数的同质性。之后，我们将这些测试应用到计算方法测试过程中。我们还对这些提议的测试进行了详细的理论研究。通过广泛的蒙特卡罗模拟，将建议测试的性能与现有测试进行比较。模拟研究的结果表明，所提出的测试在所有设置中都比竞争对手更强大，尤其是在样本量不平衡的情况下。最后，分析一个真实的数据集来说明所提出的测试的实施。