cauchy_location_one_way: Test the equality of location parameters of cauchy...

In gmcmacran/MLTesteR: Likelihood Ratio Tests and Confidence Intervals

Test the equality of location parameters of cauchy distributions.

Description

Test the equality of location parameters of cauchy distributions.

Usage

cauchy_location_one_way(x, fctr, conf.level = 0.95)

Arguments

x	a numeric vector of at least 50 data values per group.
fctr	a factor vector indicating groups.
conf.level	overall confidence level of the likelihood intervals. Uses Bonferroni correction.

Details

• All locations are equal. (location_1 = location_2 ... location_k).

• Alternative: At least one location is not equal.

Value

An S3 class containing the test statistic, p value, list of likelihood based confidence intervals, overall confidence level, individual confidence level of each interval and alternative hypothesis.

Source

• https://en.wikipedia.org/wiki/Likelihood-ratio_test

• Yudi Pawitan. In All Likelihood. Oxford University Press.

• Hodd, McKean, and Craig. Introduction to Mathematical Statistics. Pearson.

Examples

library(LRTesteR)

# Null is true
set.seed(1)
x <- rcauchy(n = 150, location = 1, scale = 2)
fctr <- c(rep(1, 50), rep(2, 50), rep(3, 50))
fctr <- factor(fctr, levels = c("1", "2", "3"))
cauchy_location_one_way(x, fctr, .95)

# Null is false
set.seed(1)
x <- c(rcauchy(50, 1, 2), rcauchy(50, 2, 2), rcauchy(50, 3, 2))
fctr <- c(rep(1, 50), rep(2, 50), rep(3, 50))
fctr <- factor(fctr, levels = c("1", "2", "3"))
cauchy_location_one_way(x, fctr, .95)

gmcmacran/MLTesteR documentation built on Sept. 12, 2024, 3:30 p.m.