Compute the modified signed loglikelihood ratio statistic (r_p^*) for a given value of the stress strength R = P(Y<X), that is the parameter of interest, under given parametric model assumptions.
1  rpstar(ydat, xdat, psi, distr = "exp")

ydat 
data vector of the sample measurements from Y. 
xdat 
data vector of the sample measurements from X. 
psi 
scalar for the parameter of interest. It is the value of R, treated as a parameter under the parametric model construction. 
distr 
character string specifying the type of distribution assumed for Y and X.
Possible choices for 
The two independent random variables Y and X with given distribution
distr
are measurements from two different populations.
For the relationship of the parameter of interest (R) and nuisance parameters with
the original parameters of distr
, look at the details in loglik
.
rp 
Value of the signed loglikelihood ratio statistic r_p. 
rp_star 
Value of the modified signed loglikelihood ratio statistic r_p^*. 
The statistic r_p^* is a modified version of r_p which provides more statistically accurate estimates. The r_p^* values can be also used for testing statistical hypotheses on the probability R.
Giuliana Cortese
Cortese G., Ventura L. (2013). Accurate higherorder likelihood inference on P(Y<X). Computational Statistics, 28:10351059.
Severini TA. (2000). Likelihood Methods in Statistics. Oxford University Press, New York.
Brazzale AR., Davison AC., Reid N. (2007). Applied Asymptotics. CaseStudies in Small Sample Statistics. Cambridge University Press, Cambridge.
wald
, rp
, MLEs
, Prob
1 2 3 4 5 6 7 
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