Description Usage Arguments Details Value See Also
View source: R/distribpareto2ftest.R
Performs Ftest for equality of shape parameters of two samples from the Pareto typeII distributions with known and equal scale parameters, s>0.
1 2  pareto2_test_f(x, y, s, alternative = c("two.sided", "less", "greater"),
significance = NULL)

x 
a nonnegative numeric vector 
y 
a nonnegative numeric vector 
s 
the known scale parameter, s>0 
alternative 
indicates the alternative hypothesis and must be one of

significance 
significance level, 0< 
Given two samples (X_1,...,X_n) i.i.d. P2(k_x,s)
and (Y_1,...,Y_m) i.i.d. P2(k_y,s)
this test verifies the null hypothesis
H_0: k_x=k_y
against twosided or onesided alternatives, depending
on the value of alternative
.
It bases on test statistic
T=n/m*sum(log(1+Y/m))/sum(log(1+X/n))
which, under H_0, has the Snedecor's F distribution with (2m, 2n)
degrees of freedom.
Note that for k_x < k_y, then X dominates Y stochastically.
If significance
is not NULL
, then
the list of class power.htest
with the following components is passed as a result:
statistic
 the value of the test statistic.
result
 either FALSE (accept null hypothesis) or TRUE (reject).
alternative
 a character string describing the alternative hypothesis.
method
 a character string indicating what type of test was performed.
data.name
 a character string giving the name(s) of the data.
Otherwise, the list of class htest
with the following components is passed as a result:
statistic
the value of the test statistic.
p.value
the pvalue of the test.
alternative
a character string describing the alternative hypothesis.
method
a character string indicating what type of test was performed.
data.name
a character string giving the name(s) of the data.
Other Pareto2: dpareto2
,
ppareto2
, qpareto2
,
rpareto2
;
pareto2_estimate_mle
;
pareto2_estimate_mmse
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