signmedian.test: Perform Exact Sign Test and Asymptotic Sign Test in Large Samples

Perform sign test on one-sample data, which is one of the oldest non-parametric statistical methods. Assume that X comes from a continuous distribution with median = v ( unknown ). Test the null hypothesis H0: median of X v = mu ( mu is the location parameter and is given in the test ) v.s. the alternative hypothesis H1: v > mu ( or v < mu or v != mu ) and calculate the p-value. When the sample size is large, perform the asymptotic sign test. In both ways, calculate the R-estimate of location of X and the distribution free confidence interval for mu.

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AuthorYeyun Yu and Ting Yang
Date of publication2015-05-30 15:07:53
MaintainerTing Yang<>

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