A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests

We give a new characterization of inverse Gaussian distributions using the regression of a suitable statistic based on a given random sample. A corollary of this result is a characterization of inverse Gaussian distribution based on a conditional joint density function of the sample. Application of...

Full description

Bibliographic Details
Main Authors: Khoan T. Dinh, Nhu T. Nguyen, Truc T. Nguyen
Format: Article
Language:English
Published: Hindawi Limited 2003-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/S0161171203207237