asymptotic_eigp: Asymptotic Wald's test for testing the exponent in a EIGP...

In GEC: Generalized Exponentiated Composite Distributions

Asymptotic Wald's test for testing the exponent in a EIGP model.

Description

This function computes the test statistic and the p-value of Wald's test for the exponent parameter in EIGP model.

Usage

asymptotic_eigp(data, eta0 = 1, theta1, eta1)

Arguments

data	Observations.
eta0	To test if the exponent equals 1, the default for eta0 is et to be 1.
theta1	The unrestricted MLE of theta.
eta1	The unrestricted MLE of eta.

Details

asymptotic_eigp

Value

This function returns the test statistic and the p-value of the Wald's test.

Examples

sample1 = eigp_sampling(200,eta = 1.1,theta = 3)
theta1 = mle_search_eigp(data = sample1)$theta
eta1 = mle_search_eigp(data = sample1)$eta
asymptotic_eigp(sample1,eta0 = 1,theta1,eta1)

GEC documentation built on Oct. 24, 2023, 5:06 p.m.