Compute the Wald statistic for a given value of the stressstrength R = P(Y<X), that is the parameter of interest, under given parametric model assumptions.
1  wald(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 the quantity 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
.
Wald 
Value of the Wald statistic for a given 
Jphat 
Observed profile Fisher information 
Values of the Wald statistic 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.
Brazzale AR., Davison AC., Reid N. (2007). Applied Asymptotics. CaseStudies in Small Sample Statistics. Cambridge University Press, Cambridge.
rp
, rpstar
, MLEs
, Prob
1 2 3 4 5 6 
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