asympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem
Computation
2009-03-03 v2 Statistics Theory
Methodology
Statistics Theory
Abstract
This paper describes an R package implementing large sample tests and confidence intervals (based on the central limit theorem) for various parameters. The one and two sample mean and variance contexts are considered. The statistics for all the tests are expressed in the same form, which facilitates their presentation. In the variance parameter cases, the asymptotic robustness of the classical tests depends on the departure of the data distribution from normality measured in terms of the kurtosis of the distribution.
Cite
@article{arxiv.0902.0506,
title = {asympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem},
author = {Jean-François Coeurjolly and Rémy Drouilhet and Pierre Lafaye De Micheaux and Jean-Francois Robineau},
journal= {arXiv preprint arXiv:0902.0506},
year = {2009}
}