zeta_plug_in {RSizeBiased} | R Documentation |
\zeta_{n,r}^i, i=1,2
test statistic for the Weibull or the gamma distribution (depending on user input.
Description
Studentized version of the T^i_{n,r}, i=1,2
test statistic for the Weibull/gamma distribution.
Usage
zeta_plug_in(null_value, datain,r,EST_par,type, dist)
Arguments
null_value |
The parameter value in the hypothesis test under the null |
datain |
The available sample points. |
r |
The size (order) of the distribution. The special cases |
EST_par |
A vector of length 2, containing the shape and scale parameters of the Weibull distribution. |
type |
Numeric switch: type =1 returns the |
dist |
Character switch, enables the choice of distribution: type "weib" for the Weibull or "gamma" for the gamma distribution. |
Details
When type
=1 the function returns
\sqrt{n} \frac{T_{n,r^1} - \mu^0}{ \sigma_{1,r}(\hat \theta_n)} \rightarrow N(0,1)
after using the fact that under the null we have \mu_1=\mu^0
. Any other value for type
returns
\sqrt{n} \frac{T_{n,r^2} - \sigma_0^2}{ \sigma_{2,r}(\hat \theta_n)} \rightarrow N(0,1)
in which case the fact that var(X)=\sigma_0^2
under the null has been used.
Value
A scalar with the value of the test statistic.
Author(s)
Polychronis Economou
R implementation and documentation: Polychronis Economou <peconom@upatras.gr>
References
Economou et. al. (2021). Hypothesis testing for the population mean and variance based on r-size biased samples, under review.
Examples
data(ufc)
datain_r <- ufc[,4]
nullMEAN <- 14
# ml estimates = c(2.6555,8.0376), taken from section 6.2 in Economou et. al. (2021).
zeta_plug_in(nullMEAN, datain_r, 2, c(2.6555,8.0376),1, "gamma") #corresponds to mean
nullVar <- 180
zeta_plug_in(nullVar, datain_r, 2, c(2.6555,8.0376),2, "gamma") #corresponds to var