Renext (version 3.0-0)

LRExp: Likelihood Ratio statistic for exponential vs. GPD

Description

Likelihood Ratio statistic for the exponential distribution vs. GPD.

Usage

LRExp(x, alternative = c("lomax", "GPD", "gpd", "maxlo"))

Arguments

x

Numeric vector of sample values.

alternative

Character string describing the alternative hypothesis

Value

• The LR statistic value.

Details

The Likelihood-Ratio statistic is actually $W:=-2 \log \textrm{LR}$ where LR is the ratio of the likelihoods exponential to alternative distribution.

See Also

LRExp.test for the related LR test of exponentiality.