Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series A, Pt. 1, 80-103

STATISTICAL TESTS FOR THE INVERSE GAUSSIAN DISTRIBUTION BASED ON RAO DISTANCE

By

ANGEL VILLARROYA,

And

JOSEP M. OLLER, University of Barcelona

 

SUMMARY. In this paper we discuss the differential geometry properties of the information metric associated with the Inverse Gaussian (IG) and related distributions, obtaining explicitly the Rao distance for these distributions. The metric induced by this distribution is the same as that obtained for the normal case. Several statistical tests for the IG distribution based on the Rao distance are constructed and compared with the well known tests developed by other methods.

AMS (1985) subject classification. 62F03

Key words and phrases. Inverse Gaussian distribution, hypothesis test, informative metric

FULL PAPER.

This article in Mathematical Reviews.