Description Usage Arguments Details Value See Also
View source: R/distrib-pareto2-ftest.R
Performs the F-test for the equality of shape parameters of two samples from Pareto type-II 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 non-negative numeric vector |
y |
a non-negative 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 two-sided or one-sided alternatives, depending
on the value of alternative
.
It is based on the test statistic
T=n/m*sum(log(1+Y/m))/sum(log(1+X/n))
which, under H_0, follows 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 yield in 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 yield in result:
statistic
the value of the test statistic.
p.value
the p-value 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: pareto2_estimate_mle
,
pareto2_estimate_mmse
,
pareto2_test_ad
, rpareto2
Other Tests: exp_test_ad
,
pareto2_test_ad
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.