Title: On the common mean of several inverse Gaussian distributions based on a higher order likelihood method
Authors: Lin, S. H.
Wu, I. M.
Institute of Statistics
Keywords: Coverage probability;Expected length;Inverse Gaussian;Signed log-likelihood ratio statistic;Type I errors
Issue Date: 15-Feb-2011
Abstract: An interval estimation method for the common mean of several heterogeneous inverse Gaussian (IG) populations is discussed. The proposed method is based on a higher order likelihood-based procedure. The merits of the proposed method are numerically compared with the signed log-likelihood ratio statistic, two generalized pivot quantities and the simple t-test method with respect to their expected lengths, coverage probabilities and type I errors. Numerical studies show that the coverage probabilities of the proposed method are very accurate and type I errors are close to the nominal level. 05 even for very small samples. The methods are also illustrated with two examples. (C) 2010 Elsevier Inc. All rights reserved.
URI: http://dx.doi.org/10.1016/j.amc.2010.12.019
ISSN: 0096-3003
DOI: 10.1016/j.amc.2010.12.019
Volume: 217
Issue: 12
Begin Page: 5480
End Page: 5490
Appears in Collections:Articles

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