XploRe Help : etgammaexacttest

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:	eterlangexacttest etexpexacttest cdfgamma pdfgamma

Quantlet:		etgammaexacttest
Description:		runs the exact likelihood ratio test of the scale parameter of the Gamma distribution

Reference(s):

Stehlik, M. (2002). Distributions of exact tests in the exponential family. Metrika. Stehlik, M. (2002). Tests in exponential family. Proceedings of the ISI conference Probastat02

Usage:	`{pvalue,testresult,chipvalue,oversizing} = etgammaexacttest(sample,level,nullpar,shapepar)`
Input:
	`sample`	n x 1 vector, 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 Gamma 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

Example:

library("stats") library("nummath") x = #(0.5458, 2.4016, 1.0647, 2.8082, 0.45669, 0.79987, 0.59494) res = etgammaexacttest(x, 0.1, 0.4, 2.3) res

Result:

Contents of res.pvalue
[1,]  0.00054325

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

Contents of res.chipvalue
[1,]  8.8401e-07

Contents of res.oversizing
[1,]  0.00054236

Author: M. Stehlik, 20020520 license MD*Tech