Varentropy estimators applied to test of fit for inverse Gaussian distribution

Recently, Alizadeh and Shafaei (۲۰۲۳) 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.

کلیدواژه ها:

Maximum likelihood estimates ، Goodness-of-fit test ، Percentage points ، Monte Carlo simulation ، Test power