mvar1.LRT | R Documentation |
Given two univariate samples x and y, it tests
H_0 : μ_x = μ_0, σ_x^2 = σ_0^2 \quad vs \quad H_1 : \textrm{ not } H_0
using likelihood ratio test.
mvar1.LRT(x, mu0 = 0, var0 = 1)
x |
a length-n data vector. |
mu0 |
hypothesized mean μ_0. |
var0 |
hypothesized variance σ_0^2. |
a (list) object of S3
class htest
containing:
a test statistic.
p-value under H_0.
alternative hypothesis.
name of the test.
name(s) of provided sample data.
## CRAN-purpose small example mvar1.LRT(rnorm(10)) ## Not run: ## empirical Type 1 error niter = 1000 counter = rep(0,niter) # record p-values for (i in 1:niter){ x = rnorm(100) # sample x from N(0,1) counter[i] = ifelse(mvar1.LRT(x)$p.value < 0.05, 1, 0) } ## print the result cat(paste("\n* Example for 'mvar1.LRT'\n","*\n", "* number of rejections : ", sum(counter),"\n", "* total number of trials : ", niter,"\n", "* empirical Type 1 error : ",round(sum(counter/niter),5),"\n",sep="")) ## End(Not run)
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