Goodness-of-Fit Tests for the Inverse Gaussian Distribution
The first Allison-Betsch-Ebner-Visagie test statistic
The second Allison-Betsch-Ebner-Visagie test statistic
The Anderson-Darling test statistic
The Baringhaus-Gaigall test statistic
The Cramer-von Mises test statistic
The first Henze-Klar test statistic
The second Henze-Klar test statistic
The Kolmogorov-Smirnov test statistic
Print method for tests of the inverse Gaussian distribution
The first Allison-Betsch-Ebner-Visagie goodness-of-fit test for the in...
The second Allison-Betsch-Ebner-Visagie goodness-of-fit test for the i...
The Anderson-Darling goodness-of-fit test for the inverse Gaussian fam...
The Baringhaus-Gaigall goodness-of-fit test for the inverse Gaussian f...
The Cramer-von Mises goodness-of-fit test for the inverse Gaussian fam...
The first Henze-Klar goodness-of-fit test for the inverse Gaussian fam...
The second Henze-Klar goodness-of-fit test for the inverse Gaussian fa...
The Kolmogorov-Smirnov goodness-of-fit test for the inverse Gaussian f...
We implement various tests for the composite hypothesis of testing the fit to the family of inverse Gaussian distributions. Included are methods presented by Allison, J.S., Betsch, S., Ebner, B., and Visagie, I.J.H. (2022) <doi:10.48550/arXiv.1910.14119>, as well as two tests from Henze and Klar (2002) <doi:10.1023/A:1022442506681>. Additionally, the package implements a test proposed by Baringhaus and Gaigall (2015) <doi:10.1016/j.jmva.2015.05.013>. For each test a parametric bootstrap procedure is implemented.