A Comparison of Five Tests for the Equality of Inverse Gaussian Means under Heteroscedasticity of Scale parameters

Year 2018, Volume: 31 Issue: 2, 628 - 641, 01.06.2018

Gamze Guven

Abstract

Analysis of Reciprocals F-test
developed by Miura [1] is used to test the equality of Inverse Gaussian (IG)
means based on the assumption of homogeneity of scale parameters. However this
method is not valid when this assumption is not satisfied. There are some
method developed for comparing the equality of the IG means under heteroscedasticity
of scale parameters. In this study, we compare the performance of the five commonly
used tests in the literature via Monte Carlo simulation study. The tests
considered are analysis of reciprocals (ANORE) F-test, Parametric Bootstrap Approach
(PBA), Generalized p-Value Approach proposed by Tian (GPT), Generalized p-Value
Approach proposed by Shi and Lv (GPS) and Computational Approach Test (CAT), The
goal of this study is to compare these methods under different combinations of
parameters and various sample sizes.

Keywords

ANORE F-test, Parametric Bootstrap Approach, Generalized p-Value Approach, Computational Approach Test

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