cauchy_scale_one_sample: Test the scale parameter of a cauchy distribution.

In gmcmacran/MLTesteR: Likelihood Ratio Tests and Confidence Intervals

Test the scale parameter of a cauchy distribution.

Description

Test the scale parameter of a cauchy distribution.

Usage

cauchy_scale_one_sample(x, scale, alternative = "two.sided", conf.level = 0.95)

Arguments

x	a numeric vector of at least 50 data values.
scale	a number indicating the tested value of the scale parameter.
alternative	a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "greater" or "less".
conf.level	confidence level of the likelihood interval.

Value

An S3 class containing the test statistic, p value, likelihood based confidence 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 = 100, location = 1, scale = 2)
cauchy_scale_one_sample(x, 2, "two.sided")

# Null is false
set.seed(1)
x <- rcauchy(n = 100, location = 3, scale = 2)
cauchy_scale_one_sample(x, 1, "greater")

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