International Journal of Mathematics and Mathematical Sciences
Volume 2003 (2003), Issue 9, Pages 587-592
doi:10.1155/S0161171203207237
A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests
Khoan T. Dinh1
, Nhu T. Nguyen2
and Truc T. Nguyen3
1US Environmental Protection Agency (EPA), Washington 20460, DC, USA
2Department of Mathematical Sciences, New Mexico State University, Las Cruces 88003-8001, NM, USA
3Department of Mathematics and Statistics, Bowling Green State University, Bowling Green 43403-0221, OH, USA
Abstract
We give a new characterization of inverse Gaussian distributions using the regression of a suitable statistic based on a given random sample. A corollary of this result is a characterization of inverse Gaussian distribution based on a conditional joint density function of the sample. Application of this corollary as a transformation in the procedure to construct EDF (empirical distribution function) goodness-of-fit tests for inverse Gaussian distributions is also studied.