LRGumbel: Likelihood Ratio statistic for Gumbel vs. GEV

In Renext: Renewal Method for Extreme Values Extrapolation

Likelihood Ratio statistic for Gumbel vs. GEV

Description

Likelihood Ratio statistic for the Gumbel distribution vs. GEV.

Usage

   LRGumbel(x, alternative = c("frechet", "GEV"))

Arguments

x	Numeric vector of sample values.
alternative	Character string describing the alternative.

Details

The Likelihood-Ratio statistic is actually W:=-2 \log \textrm{LR} where LR is the ratio of the likelihoods Gumbel to alternative distribution.

Value

The LR statistic value.

Note

When the alternative is "frechet", the statistic has a distribution of mixed type under the null hypothesis of a Gumbel distribution.

Author(s)

Yves Deville

See Also

LRGumbel.test for the related LR test of Gumbelity.

Renext documentation built on Aug. 30, 2023, 1:06 a.m.