Likelihood ratio test for the variance of normal distribution with mean is unknown
This function returns the LR test for the variance of normal distribution with the mean being unknown. Refer Chapter 7 for more details.
LRNormalVariance_UM(x, sigma0, alpha)
x |
the vector of sample values |
sigma0 |
the standard deviation of interest under the hypothesis |
alpha |
the required level of significance |
Prabhanjan Tattar
LRNormalVariance_UM(rnorm(20),1,0.05)
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