gaussian_variance_one_sample {LRTesteR}

Test the variance of a gaussian distribution.

Description

Test the variance of a gaussian distribution.

Usage

gaussian_variance_one_sample(
  x,
  sigma.squared,
  alternative = "two.sided",
  conf.level = 0.95
)

Arguments

x

a numeric vector of at least 50 data values.

sigma.squared

a number indicating the tested value of sigma squared.

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 <- rnorm(100, 0, 1)
gaussian_variance_one_sample(x, 1, "two.sided")

# Null is false
set.seed(1)
x <- rnorm(100, 0, 2)
gaussian_variance_one_sample(x, 1, "greater")