Varentropy estimators applied to test of fit for inverse Gaussian distribution

Document Type : Research Paper

Authors

1 Department of Statistics, University of Birjand, Birjand, Iran

2 Department of Mathematics and Statistics, University of Gonabad, Gonabad, Iran

Abstract

Recently, Alizadeh and Shafaei (2023) introduced some estimators for varentropy of a continuous random variable. The present article applies these estimators and construct some tests of fit for Inverse Gaussian distribution. Percentage points and type I error of the new tests are obtained and then power values of the proposed tests against various alternatives are computed. The results of a simulation study show that the tests have a good performance in terms of power. Finally, a real data set is used to illustrate the application of the proposed tests.

Keywords

Main Subjects


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Articles in Press, Accepted Manuscript
Available Online from 25 October 2023
  • Receive Date: 27 April 2023
  • Revise Date: 13 September 2023
  • Accept Date: 13 October 2023