On Testing the Adequacy of the Inverse Gaussian Distribution
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution based on a characterization of the cumulative distribution function (CDF). The new tests are of weighted <i>L</i><sup>2</sup>-type depending on a tuning parameter. We develop the asymptotic...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-01-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/3/350 |