LRT_eigp {GEC}

Likelihood Ratio Test (LRT) for the exponent parameter in EIGP model.

Description

This function computes the test statistic and the p-value for LRT for the exponent parameter in EIGP model.

Usage

LRT_eigp(data, theta0, theta1, eta1)

Arguments

data

Observations.

theta0

The MLE of theta when eta = 1.

theta1

The unrestricted MLE of theta.

eta1

The unrestricted MLE of eta.

Details

LRT_eigp

Value

This function returns the test statistic and the p-value from the LRT test

Examples

sample1 = eigp_sampling(200,eta = 1.1,theta = 3)
eta1 = mle_search_eigp(data = sample1)$eta
theta1 = mle_search_eigp(data = sample1)$theta
theta0 = mle_iter_eigp(data = sample1,eta = 1)
LRT_eigp(sample1,theta0,theta1,eta1)