Renext (version 3.0-0)

LRGumbel: Likelihood Ratio statistic for Gumbel vs. GEV

Description

Likelihood Ratio statistic for the Gumbel distribution vs. GEV.

Usage

LRGumbel(x, alternative = c("frechet", "GEV"))

Arguments

x

Numeric vector of sample values.

alternative

Character string describing the alternative.

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 Gumbel to alternative distribution.

See Also

LRGumbel.test for the related LR test of Gumbelity.