Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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ON TESTING THE EQUALITY OF THE COEFFICIENTS OF VARIATION IN TWO INVERSE GAUSSIAN POPULATIONS

  • Published : 2003.06.01
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Abstract

This paper deals with testing the equality of the coefficients of variation in two inverse Gaussian populations. The likelihood ratio, Lagrange-multiplier and Wald tests are presented. Monte-Carlo simulations are performed to compare the powers of these tests. In a simulation study, the likelihood ratio test appears to be consistently more powerful than the Lagrange-multiplier and Wald tests when sample size is small. The powers of all the tests tend to be similar when sample size increases.

Keywords

References

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