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

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.