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- |

`mu0` |
hypothesized mean |

`var0` |
hypothesized variance |

a (list) object of `S3`

class `htest`

containing:

- statistic
a test statistic.

- p.value
*p*-value under*H_0*.- alternative
alternative hypothesis.

- method
name of the test.

- data.name
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)

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.