pareto2_test_f: Two-Sample F-test For Equality of Shape Parameters for Type...

Description Usage Arguments Details Value See Also

View source: R/distrib-pareto2-ftest.R

Description

Performs F-test for equality of shape parameters of two samples from the Pareto type-II distributions with known and equal scale parameters, s>0.

Usage

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pareto2_test_f(x, y, s, alternative = c("two.sided", "less", "greater"),
  significance = NULL)

Arguments

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 "two.sided" (default), "less", or "greater"

significance

significance level, 0<significance<1 or NULL. See the Value section for details

Details

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 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.

Value

If significance is not NULL, then the list of class power.htest with the following components is passed as a result:

Otherwise, the list of class htest with the following components is passed as a result:

See Also

Other Pareto2: dpareto2, ppareto2, qpareto2, rpareto2; pareto2_estimate_mle; pareto2_estimate_mmse


agop documentation built on May 30, 2017, 6:55 a.m.