Two sample scale tests

Tests if two series differ in their distributional scale parameter.

Usage

scaleTest(x, y, method = c("ansari", "mood"), 
    title = NULL, description = NULL)

Arguments

x, y

numeric vectors of data values.

method

a character string naming which test should be applied.

title

an optional title string, if not specified the inputs data name is deparsed.

description

optional description string, or a vector of character strings.

Details

The method="ansari" performs the Ansari-Bradley two-sample test for a difference in scale parameters. The test returns for any sizes of the series x and y the exact p value together with its asymptotic limit.

The method="mood", is another test which performs a two-sample test for a difference in scale parameters. The underlying model is that the two samples are drawn from f(x-l) and f((x-l)/s)/s, respectively, where l is a common location parameter and s is a scale parameter. The null hypothesis is s=1.

Value

an object from class fHTEST

Note

Some of the test implementations are selected from R's ctest package.

References

Conover, W. J. (1971); Practical nonparametric statistics, New York: John Wiley & Sons.

Lehmann E.L. (1986); Testing Statistical Hypotheses, John Wiley and Sons, New York.

Moore, D.S. (1986); Tests of the chi-squared type, In: D'Agostino, R.B. and Stephens, M.A., eds., Goodness-of-Fit Techniques, Marcel Dekker, New York.

Author

R-core team for hypothesis tests implemented from R's package ctest.

Examples

set.seed(1234)
## rnorm - 
   # Generate Series:
   x = rnorm(50)
   y = rnorm(50)
   
## scaleTest -
   scaleTest(x, y, "ansari")
#> 
#> Title:
#>  Ansari-Bradley Test for Scale
#> 
#> Test Results:
#>   STATISTIC:
#>     AB: 1235
#>   P VALUE:
#>     Alternative Two-Sided        : 0.5812 
#>     Alternative Two-Sided | Exact: 0.5875 
#>     Alternative      Less        : 0.7094 
#>     Alternative      Less | Exact: 0.711 
#>     Alternative   Greater        : 0.2906 
#>     Alternative   Greater | Exact: 0.2937 
#>   CONFIDENCE INTERVAL:
#>     Two-Sided | Asymptotic : 0.7648, 1.7165
#>     Two-Sided |      Exact : 0.7648, 1.7165
#>     Less      | Asymptotic : 0, 1.5864
#>     Less      |      Exact : 0, 1.5865
#>     Greater   | Asymptotic : 0.817, Inf
#>     Greater   |      Exact : 0.817, Inf
#> 
   scaleTest(x, y, "mood")
#> 
#> Title:
#>  Mood Two-Sample Test of Scale
#> 
#> Test Results:
#>   STATISTIC:
#>     Z: 0.556
#>   P VALUE:
#>     Alternative Two-Sided: 0.5782 
#>     Alternative      Less: 0.7109 
#>     Alternative   Greater: 0.2891 
#>