异方差情形下逆高斯分布的比较
Comparison of several inverse Gaussian populations under heterogeneity
DOI: 10.12677/AAM.2019.812233, PDF,   
作者: 乔 鸽, 李新民：青岛大学数学与统计学院，山东 青岛
关键词: 逆高斯分布；广义p值；参数自助法；Inverse Gaussian Distribution； Generalized P Value； Parametric Bootstrap
摘要: 在本文中，我们提出了比较异方差的多个逆高斯分布的广义检验方法，并且在各种参数配置下与已有方法的进行了广泛的数值模拟。模拟结果说明本文所提方法具有较好的频率性质。
Abstract: In this paper, we propose a generalized testing procedure for the comparison of multiple inverse Gaussian distributions of heterogeneity, and an extensive numerical simulation is conducted to compare with existing methods under various parameter configurations. The simulation results show that the proposed method has good frequency properties.
文章引用：乔鸽, 李新民. 异方差情形下逆高斯分布的比较[J]. 应用数学进展, 2019, 8(12): 2029-2034. https://doi.org/10.12677/AAM.2019.812233

参考文献

[1] Chhikara, R.S. and Folks, J.L. (1989) The Inverse Gaussian Distribution. Marcel Dekker, New York.
[2] Seshadri, V. (1993) The Inverse Gaussian Distribution: A Case Study in Exponential Families. Clarendon Press, Oxford.
[3] Seshadri V. (1999) The Inverse Gaussian Distribution: Statistical Theory and Applications. Springer, New York.
[4] Tian, L. (2006) Testing Equality of Inverse Gaussian Means under Heterogeneity, Based on Generalized Test Variable. Computational Statistics & Data Analysis, 51, 1156-1162.
[Google Scholar] [CrossRef] 
[5] Ma, C. and Tian, L. (2009) A Parametric Bootstrap Approach for Testing Equality of Inverse Gaussian Means under Heterogeneity. Communications in Statistics—Simulation and Computation, 38, 1153-1160.
[Google Scholar] [CrossRef] 
[6] Chang, M., You, X. and Wen, M. (2012) Testing the Homogeneity of Inverse Gaussian Scale-Like Parameters. Statistics & Probability Letters, 82, 1755-1760.
[Google Scholar] [CrossRef] 
[7] Sadooghi-Alvandi, S.M. and Malekzadeh, A. (2013) A Note on Testing Homogeneity of the Scale Parameters of Several Inverse Gaussian Distributions. Statistics & Probability Letters, 83, 1844-1848.
[Google Scholar] [CrossRef] 
[8] Zhang, G. (2014) Simultaneous Confidence Intervals for Several Inverse Gaussian Populations. Statistics & Probability Letters, 92, 125-131.
[Google Scholar] [CrossRef] 
[9] Weerahandi, S. (1993) Generalized Confidence Intervals. Journal of the American Statistical Association, 88, 899-905.
[Google Scholar] [CrossRef] 
[10] Tusi, K.W. and Weerahandi, S. (1989) Generalized p-Values in Significance Testing of Hypotheses in the Presence of Nuisance Parameters. Journal of the American Statistical Association, 84, 602-607.
[Google Scholar] [CrossRef] 

为你推荐