LRT_eigp | R Documentation |
This function computes the test statistic and the p-value for LRT for the exponent parameter in EIGP model.
LRT_eigp(data, theta0, theta1, eta1)
data |
Observations. |
theta0 |
The MLE of theta when eta = 1. |
theta1 |
The unrestricted MLE of theta. |
eta1 |
The unrestricted MLE of eta. |
LRT_eigp
This function returns the test statistic and the p-value from the LRT test
sample1 = eigp_sampling(200,eta = 1.1,theta = 3)
eta1 = mle_search_eigp(data = sample1)$eta
theta1 = mle_search_eigp(data = sample1)$theta
theta0 = mle_iter_eigp(data = sample1,eta = 1)
LRT_eigp(sample1,theta0,theta1,eta1)
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