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ON TESTING THE EQUALITY OF THE COEFFICIENTS OF VARIATION IN TWO INVERSE GAUSSIAN POPULATIONS

Choi, Byung-Jin (Institute of Statistics, Korea University)
Kim, Kee-Young (Department of Statistics, Korea University)

Publication Information

Journal of the Korean Statistical Society / v.32, no.2, 2003 , pp. 93-101 More about this Journal

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

Inverse Gaussian population; coefficient of variation; likelihood ratio test; Lagrange-multiplier test; Wald test;

Citations & Related Records

Reference

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