EL.means {EL}

Empirical likelihood test for the difference of two sample means

Description

Empirical likelihood inference for the difference of two sample means. This includes a test for the null hypothesis for a constant difference of mean difference, confidence interval and EL estimator.

Usage

EL.means(X, Y, mu = 0, conf.level = 0.95)

Arguments

X

a vector of data values.

Y

a vector of data values.

mu

a number specifying the null hypothesis.

conf.level

confidence level of the interval.

Value

A list of class 'htest' containing the following components:

estimate

the empirical likelihood estimate of the mean difference.

conf.int

a confidence interval for the mean difference.

p.value

the p-value for the test.

statistic

the value of the test statistic.

method

the character string 'Empirical likelihood mean difference test'.

null.value

the specified hypothesized value of mean differences 'mu' under the null hypothesis.

data.name

a character string giving the names of the data.

Author(s)

E. Cers, J. Valeinis

References

J. Valeinis, E. Cers and J. Cielens (2010). Two-sample problems in statistical data modelling. Mathematical modelling and analysis, 15(1), 137-151.

J. Valeinis, E. Cers. Extending the two-sample empirical likelihood. To be published. Preprint available at http://home.lanet.lv/~valeinis/lv/petnieciba/EL_TwoSample_2011.pdf.

See Also

EL.Huber

Examples

X <- rnorm(100)
Y <- rnorm(100)
t.test(X, Y)
EL.means(X, Y)
EL.Huber(X, Y)