mvar2.1930PN {SHT} | R Documentation |
Two-sample Simultaneous Test of Mean and Variance by Pearson and Neyman (1930)
Description
Given two univariate samples x
and y
, it tests
H_0 : \mu_x = \mu_y, \sigma_x^2 = \sigma_y^2 \quad vs \quad H_1 : \textrm{ not } H_0
by approximating the null distribution with Beta distribution using the first two moments matching.
Usage
mvar2.1930PN(x, y)
Arguments
x |
a length- |
y |
a length- |
Value
a (list) object of S3
class htest
containing:
- statistic
a test statistic.
- p.value
p
-value underH_0
.- alternative
alternative hypothesis.
- method
name of the test.
- data.name
name(s) of provided sample data.
Examples
## CRAN-purpose small example
x = rnorm(10)
y = rnorm(10)
mvar2.1930PN(x, y)
## Not run:
## empirical Type 1 error
niter = 1000
counter = rep(0,niter) # record p-values
for (i in 1:niter){
x = rnorm(100) # sample x from N(0,1)
y = rnorm(100) # sample y from N(0,1)
counter[i] = ifelse(mvar2.1930PN(x,y)$p.value < 0.05, 1, 0)
}
## print the result
cat(paste("\n* Example for 'mvar2.1930PN'\n","*\n",
"* number of rejections : ", sum(counter),"\n",
"* total number of trials : ", niter,"\n",
"* empirical Type 1 error : ",round(sum(counter/niter),5),"\n",sep=""))
## End(Not run)
[Package SHT version 0.1.8 Index]