GWI (version 1.0.2)

viiG.fun: Function for VIiG

Description

The function computes the inverse Gaussian variation index with shape parameter \(l\in (0,\infty)\).

Usage

viiG.fun(X, l)

Arguments

X

A positive continuous random variable

l

The shape parameter of the inverse Gaussian distribution

Value

Returns

viiG

The inverse Gaussian variation index

Details

viiG.fun computes the variation index with respect to the inverse Gaussian distribution. See Tour<U+00E9> et al. (2020) for more details.

References

Tour<U+00E9>, A.Y., Dossou-Gb<U+00E9>t<U+00E9>, S. and Kokonendji, C.C. (2020). Asymptotic normality of the test statistics for relative dispersion and relative variation indexes, Journal of Applied Statistics 47, 2479-2491.

Examples

# NOT RUN {
X<-c(0.12,9.11,0.03,8.71,5.02,7.12,6.42,5.73)
viiG.fun(X,0.05)
Y<-c(0.003,6.283,1.001,3.112,4.342,2.890,5.005)
viiG.fun(Y,0.3)
# }