Likelihood Ratio test of exponentiality vs. GPD

Likelihood Ratio statistic for the Gumbel distribution vs. GEV.

1 |

`x` |
Numeric vector of sample values. |

`alternative` |
Character string describing the alternative. |

The Likelihood-Ratio statistic is actually *-2 log LR* where LR is the ratio of the likelihoods
*Gumbel* to *alternative distribution*.

The LR statistic value.

When the alternative is `"frechet"`

, the statistic has a
distribution of mixed type under the null hypothesis of a Gumbel
distribution.

Yves Deville

`LRGumbel.test`

for the related LR test of Gumbelity.

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