LRGumbel {Renext} | R Documentation |
Likelihood Ratio statistic for Gumbel vs. GEV
Description
Likelihood Ratio statistic for the Gumbel distribution vs. GEV.
Usage
LRGumbel(x, alternative = c("frechet", "GEV"))
Arguments
x |
Numeric vector of sample values. |
alternative |
Character string describing the alternative. |
Details
The Likelihood-Ratio statistic is actually W:=-2 \log
\textrm{LR}
where LR is the ratio of the likelihoods
Gumbel to alternative distribution.
Value
The LR statistic value.
Note
When the alternative is "frechet"
, the statistic has a
distribution of mixed type under the null hypothesis of a Gumbel
distribution.
Author(s)
Yves Deville
See Also
LRGumbel.test
for the related LR test of Gumbelity.
[Package Renext version 3.1-4 Index]