LRNormalVariance_UM function

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)

Arguments

• x: the vector of sample values
• sigma0: the standard deviation of interest under the hypothesis
• alpha: the required level of significance

Author(s)

Prabhanjan Tattar

Examples

LRNormalVariance_UM(rnorm(20),1,0.05)