hogg.test {npsm}

Hogg's Adaptive Test

Description

Based on selector statistics (Q1 & Q2) one of four score functions is choosen. A rank test and p-value is then calculated based on it.

Usage

hogg.test(x, y, ...)

Arguments

x

n by 1 vector

y

m by 1 vector

...

additional arguments. currently not used

Value

statistic

Value of the test statistic.

p.value

p-value based on a normal approximation.

scores

Which of the score functions was choosen.

Author(s)

John Kloke, Patrick Kimes

References

Hogg, R. McKean, J, Craig, A (2013) Introduction to Mathematical Statistics, 7th Ed. Boston: Pearson.

Examples

hogg.test(rt(20,1),rt(22,1)+0.2)