Wikanda Phaphan.. Asymptotic confidence ellipses for the re-parameterized inverse Gaussian distribution. (). King Mongkut's University of Technology North Bangkok. Central Library. : , 2020.
Asymptotic confidence ellipses for the re-parameterized inverse Gaussian distribution
Abstract:
The re-parameterized inverse Gaussian distribution is a very useful distribution for
statistics and it is applied to various fields, such as physics, engineering, biology, etc. It is also
appropriate to analyze the right-skewed data. In this research, we were interested in studying
the Fisher-information matrix and we wanted to find the covariance matrix to form asymptotic
confidence ellipses of parameters for the re-parameterized inverse Gaussian distribution. We
compared the coverage probability with the confidence coefficient of 0.98 of confidence ellipses
with sample sizes of n = 10, 30, 50, 100, 1,000, and 10,000. The parameters of = 0.5, 1, 5,
10, 50 and = 0.5, 1, 5, 10, 50. The data were simulated by the composition method which
they were repeated 10,000 rounds in each case with RStudio programming. The simulation
results indicate that the value of coverage probability had been close to the confidence
coefficient of 0.98 at the sample size of 10,000
King Mongkut's University of Technology North Bangkok. Central Library