A new test for the homogeneity of inverse gaussian scale parameters based on computational approach test

In this paper, we focused on testing homogeneity of scale parameters of k Inverse Gaussian distributions (IGDs) since this distribution is one of the most common distribution for analyzing nonnegative right-skewed data. We have proposed a new test statistic based on the Computational Approach Test (...

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Main Authors: Gül, Hasan Hüseyin, Gökpinar, Esra, Ebegil, Meral, Özdemir, Yaprak Arzu, Gökpinar, Fikri
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:http://journalarticle.ukm.my/13902/1/25%20Fikri%20Gokpinar.pdf
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author Gül, Hasan Hüseyin
Gökpinar, Esra
Ebegil, Meral
Özdemir, Yaprak Arzu
Gökpinar, Fikri
author_facet Gül, Hasan Hüseyin
Gökpinar, Esra
Ebegil, Meral
Özdemir, Yaprak Arzu
Gökpinar, Fikri
author_sort Gül, Hasan Hüseyin
collection UKM
description In this paper, we focused on testing homogeneity of scale parameters of k Inverse Gaussian distributions (IGDs) since this distribution is one of the most common distribution for analyzing nonnegative right-skewed data. We have proposed a new test statistic based on the Computational Approach Test (CAT), which is a type of parametric bootstrap method, for testing homogeneity of scale parameters of k IGDs. Simulation results have been presented to compare the performances of the proposed method and existing methods such as the likelihood ratio test, modified likelihood ratio test and generalized likelihood ratio test in terms of type I error rate and power. The results showed that the proposed CAT is better than the others in terms of the type I error rates and powers in some cases.
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spelling ukm.eprints-139022020-01-10T08:55:18Z http://journalarticle.ukm.my/13902/ A new test for the homogeneity of inverse gaussian scale parameters based on computational approach test Gül, Hasan Hüseyin Gökpinar, Esra Ebegil, Meral Özdemir, Yaprak Arzu Gökpinar, Fikri In this paper, we focused on testing homogeneity of scale parameters of k Inverse Gaussian distributions (IGDs) since this distribution is one of the most common distribution for analyzing nonnegative right-skewed data. We have proposed a new test statistic based on the Computational Approach Test (CAT), which is a type of parametric bootstrap method, for testing homogeneity of scale parameters of k IGDs. Simulation results have been presented to compare the performances of the proposed method and existing methods such as the likelihood ratio test, modified likelihood ratio test and generalized likelihood ratio test in terms of type I error rate and power. The results showed that the proposed CAT is better than the others in terms of the type I error rates and powers in some cases. Penerbit Universiti Kebangsaan Malaysia 2019-08 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/13902/1/25%20Fikri%20Gokpinar.pdf Gül, Hasan Hüseyin and Gökpinar, Esra and Ebegil, Meral and Özdemir, Yaprak Arzu and Gökpinar, Fikri (2019) A new test for the homogeneity of inverse gaussian scale parameters based on computational approach test. Sains Malaysiana, 48 (8). pp. 1777-1785. ISSN 0126-6039 http://www.ukm.my/jsm/malay_journals/jilid48bil8_2019/KandunganJilid48Bil8_2019.html
spellingShingle Gül, Hasan Hüseyin
Gökpinar, Esra
Ebegil, Meral
Özdemir, Yaprak Arzu
Gökpinar, Fikri
A new test for the homogeneity of inverse gaussian scale parameters based on computational approach test
title A new test for the homogeneity of inverse gaussian scale parameters based on computational approach test
title_full A new test for the homogeneity of inverse gaussian scale parameters based on computational approach test
title_fullStr A new test for the homogeneity of inverse gaussian scale parameters based on computational approach test
title_full_unstemmed A new test for the homogeneity of inverse gaussian scale parameters based on computational approach test
title_short A new test for the homogeneity of inverse gaussian scale parameters based on computational approach test
title_sort new test for the homogeneity of inverse gaussian scale parameters based on computational approach test
url http://journalarticle.ukm.my/13902/1/25%20Fikri%20Gokpinar.pdf
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