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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)
the vector of sample values
the standard deviation of interest under the hypothesis
the required level of significance
Prabhanjan Tattar
LRNormalVariance_UM(rnorm(20),1,0.05)
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