| RF {RobustBF} | R Documentation |
Robust Fiducial Based Test
Description
Computes p-value for the robust fiducial (RF) based test for the equality of means of two long-tailed symmetric (LTS) distributions when the variances are not equal.
Usage
RF(y1, y2, iter=5000)
Arguments
y1 |
numeric vector of sample 1 |
y2 |
numeric vector of sample 2 |
iter |
the number of iterations for perfoming the RF test. |
Details
RF test based on adaptive modified maximum likelihood (AMML) estimators (Tiku and Surucu, 2009; Donmez, 2010) is proposed using the fiducial model which is a special case of functional model given by Dawid and Stone (1982), see also Fisher (1933, 1935) for more information about the fiducial approach. It is one of the alternatives of Welch's t test (Welch, 1938) and its p-value is based on the iteration number. For further details, see Guven et al. (2021).
Value
A list with class "htest" containing the following components:
p.value |
the p-value for the RF test. |
estimate |
the AMML estimates of the location and scale parameters. |
null.value |
the specified hypothesized value of the mean difference. |
alternative |
a character string describing the alternative hypothesis. |
method |
a character string indicating which test is used. |
data.name |
a character string giving the name(s) of the data. |
Author(s)
Gamze Guven <gamzeguven@ogu.edu.tr>
References
Dawid, A. P. and Stone, M. (1982). The functional-model basis of fiducial inference. The Annals of Statistics, 10(4):1054-1067.
Fisher, R. A. (1933). The concepts of inverse probability and fiducial probability referring to unknown parameters. Proceedings of Royal Society of London. Series A, 139(838):343-348
Fisher, R. A. (1935). The fiducial argument in statistical inference. Annals of eugenics, 6(4):391-398
Guven, G., Acitas, S., Samkar, H., Senoglu, B. (2021). RobustBF: An R Package for Robust Solution to the Behrens-Fisher Problem. RJournal (submitted).
Tiku, M. L. and Surucu, B. (2009). MMLEs are as good as M-estimators or better. Statistics & probability letters, 79(7):984-989.
Welch, B.L. (1938). The significance of the difference between two means when the population variances are unequal. Biometrika, 29(3/4):350–362.
Examples
# The following two samples (y1 and y2)
# come from LTS distributions with
# heterogeneous variances
y1 <- c(0.55, 1.39, 2.01, 0.41, 0.32, -0.31, -1.06, -0.84,
1.02, 0.02, -0.96, 0.18, 0.49, 0.03, 0.77, 0.02,
0.56, 0.46, -0.65, -0.27)
y2 <- c(7.25, 7.98, -0.24, 8.93, -0.16, 32.28, 3.81,
2.32, 14.73, 6.27, 8.07, 7.24, 7.18, 3.75, 11.48,
6.46, 1.01, 5.35, -0.34, 4.34)
# RF test
RF(y1, y2,5000)