Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: stats
See also: etexpexacttest etgammaexacttest cdferlang pdferlang

Quantlet: eterlangexacttest
Description: runs the exact likelihood ratio test of the scale parameter of the Erlang distribution

Reference(s):

Usage: {pvalue,testresult,chipvalue,oversizing} = eterlangexacttest(sample,level,nullpar,shapepar)
Input:
sample n x 1 vector, representing the data
level scalar, the size of the exact test
nullpar scalar, parameter of the null hypothesis (scale parameter)
shapepar scalar, shape parameter of the Erlang distribution
Output:
pvalue scalar, the p-value of the exact test
testresult string, the result of the exact test (i.e., rejection or acceptance of the null hypothesis)
chipvalue scalar, the p-value of the chi^2 asymptotic likelihood ratio test of the hypothesis
oversizing scalar, the oversizing of the chi^2 asymptotics, i.e., the difference of pvalue and chipvalue

Note:

Example:
library("stats")
library("nummath")
x = #(0.5458,2.4016,1.0647,2.8082,0.45669,0.79987,0.59494)
res = eterlangexacttest(x, 0.1, 0.4, 2)
res

Result:
Contents of res.pvalue
[1,]  0.0028549

Contents of res.testresult
[1,] "H_0 is rejected on the level alpha"

Contents of res.chipvalue
[1,]  2.2032e-05

Contents of res.oversizing
[1,]  0.0028328



Author: M. Stehlik, 20020521 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006