mma.test: Mudholkar-McDermott-Aumont Test for Ordered Variances for...

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Mudholkar–McDermott–Aumont Test for Ordered Variances for Normal Samples

Description

Test for a monotonic trend in variances for normal samples. The test statistic is based on a combination of the finite intersection approach and the classical F (variance ratio) test \insertCiteMudholkar_etal_1993lawstat. By default, NAs are omitted.

Usage

mma.test(y, group, tail = c("right", "left", "both"))

Arguments

y	a numeric vector of data values.
group	factor of the data.
tail	the default option is "right", corresponding to an increasing trend in variances as the one-sided alternative; "left" corresponds to a decreasing trend in variances, and "both" corresponds to any (increasing or decreasing) monotonic trend in variances as the two-sided alternative.

Value

A list with the following components:

T	the statistic and p-value of the test based on the Tippett p-value combination.
F	the statistic and p-value of the test based on the Fisher p-value combination.
N	the statistic and p-value of the test based on the Liptak p-value combination.
L	the statistic and p-value of the test based on the Mudholkar–George p-value combination.

Each of the list elements is a list of class "htest" with the following elements:

statistic	the value of the test statistic.
p.value	the p-value of the test.
method	type of test performed.
data.name	a character string giving the name of the data.

Author(s)

Kimihiro Noguchi, Yulia R. Gel

References

\insertAllCited

See Also

neuhauser.hothorn.test, levene.test, lnested.test, ltrend.test, robust.mmm.test

Examples

data(pot)
mma.test(pot[, "obs"], pot[, "type"], tail = "left")$N

lawstat documentation built on April 6, 2023, 1:06 a.m.