An Exact Generalized Test for Homogeneity of Inverse Gaussian Scale Parameters

In this paper, we propose a new generalized p-value for testing homogeneity of scale parameters λi from k independent inverse Gaussian populations. The proposed generalized p-value is proved to have exact frequentist property, and it is also invariant under the group of scale transformation. Simulation results indicate that the proposed test is better than existing approximate χ2 test.