Deal with one (normal) sample
one_sample.Rd
Deal with one sample x
, especially normal. Report descriptive statistics, plot, interval estimation and test of hypothesis of x
.
Arguments
- x
A numeric vector.
- mu
mu
plays two roles.In two sided or one sided interval estimation (or test of hypothesis) of
sigma^2
of one normal sample,mu
is the population mean. When it is known, input it, and the function computes the interval endpoints (or chi-square statistic) using a chi-square distribution with degree of freedomn
. When it is unknown, ignore it (the default), and the function computes the interval endpoints (or chi-square statistic) using a chi-square distribution with degree of freedomn-1
.In two sided or one sided test of hypothesis of
mu
of one normal sample,mu
ismu0
in the null hypothesis, andmu0 = if (mu < Inf) mu else 0
.- sigma
sigma
plays two roles.In two sided or one sided interval estimation (or test of hypothesis) of
mu
of one normal sample,sigma
is the standard deviation of the population.sigma>=0
indicates it is known, and the function computes the interval endpoints (orZ
statistic) using a standard normal distribution.sigma<0
indicates it is unknown, and the function computes the interval endpoints (orT
statistic) using at
distribution with degree of freedomn-1
. Default to unknown standard deviation.In two sided or one sided test of hypothesis of
sigma^2
of one normal sample,sigma
issigma0
in the null hypothesis. Default is 1, i.e.,H0: sigma^2 = 1
.- side
side
plays two roles and is used in four places.In two sided or one sided interval estimation of
mu
of one normal sample,side
is a parameter used to control whether to compute two sided or one sided interval estimation. When computing the one sided upper limit, inputside = -1
; when computing the one sided lower limit, inputside = 1
; when computing the two sided limits, inputside = 0
(default).In two sided or one sided interval estimation of
sigma^2
of one normal sample,side
is a parameter used to control whether to compute two sided or one sided interval estimation. When computing the one sided upper limit, inputside = -1
; when computing the one sided lower limit, inputside = 1
; when computing the two sided limits, inputside = 0
(default).In two sided or one sided test of hypothesis of
mu
of one normal sample,side
is a parameter used to control two sided or one sided test of hypothesis. When inputtingside = 0
(default), the function computes two sided test of hypothesis, andH1: mu != mu0
; when inputtingside = -1
(or a number < 0), the function computes one sided test of hypothesis, andH1: mu < mu0
; when inputtingside = 1
(or a number > 0), the function computes one sided test of hypothesis, andH1: mu > mu0
.In two sided or one sided test of hypothesis of
sigma^2
of one normal sample,side
is a parameter used to control two sided or one sided test of hypothesis. When inputtingside = 0
(default), the function computes two sided test of hypothesis, andH1: sigma^2 != sigma0^2
; when inputtingside = -1
(or a number < 0), the function computes one sided test of hypothesis, andH1: sigma^2 < sigma0^2
; when inputtingside = 1
(or a number > 0), the function computes one sided test of hypothesis, andH1: sigma^2 > sigma0^2
.- alpha
The significance level, a real number in [0, 1]. Default to 0.05. 1-alpha is the degree of confidence.
Value
A list with the following components:
- mu_interval
It contains the results of interval estimation of
mu
.- mu_hypothesis
It contains the results of test of hypothesis of
mu
.- sigma_interval
It contains the results of interval estimation of
sigma
.- sigma_hypothesis
It contains the results of test of hypothesis of
sigma
.
References
Zhang, Y. Y., Wei, Y. (2013), One and two samples using only an R funtion, doi:10.2991/asshm-13.2013.29 .
Author
Ying-Ying Zhang (Robert) robertzhangyying@qq.com
Examples
x=rnorm(10, mean = 1, sd = 0.2); x
#> [1] 0.7543430 1.2079064 1.0911204 0.5240150 1.1195131 1.0255681 0.6566256
#> [8] 1.0072219 1.2014536 1.1426218
one_sample(x, mu = 1, sigma = 0.2, side = 1)
#> quantile of x
#> 0% 25% 50% 75% 100%
#> 0.5240150 0.8175627 1.0583442 1.1368447 1.2079064
#> data_outline of x
#> N Mean Var std_dev Median std_mean CV CSS
#> 1 10 0.9730389 0.05833198 0.2415202 1.058344 0.07637538 24.82122 0.5249879
#> USS R R1 Skewness Kurtosis
#> 1 9.993035 0.6838915 0.3192819 -0.9656092 -0.4767062
#>
#> Shapiro-Wilk normality test
#>
#> data: x
#> W = 0.85822, p-value = 0.07271
#>
#>
#> The data is from the normal population.
#>
#> The data is from the normal population.
#>
#> Interval estimation and test of hypothesis of mu
#> Interval estimation: interval_estimate4()
#> mean df a b
#> 1 0.9730389 10 0.8690092 Inf
#> Test of hypothesis: mean_test1()
#> H0: mu <= 1 H1: mu > 1
#> mean df Z p_value
#> 1 0.9730389 10 -0.4262925 0.6650526
#>
#> Interval estimation and test of hypothesis of sigma
#> Interval estimation: interval_var3()
#> var df a b
#> 1 0.05322569 10 0.02907389 Inf
#> Test of hypothesis: var_test1()
#> H0: sigma2 <= 0.04 H1: sigma2 > 0.04
#> var df chisq2 P_value
#> 1 0.05322569 10 13.30642 0.2070405
one_sample(x, sigma = 0.2, side = 1)
#> quantile of x
#> 0% 25% 50% 75% 100%
#> 0.5240150 0.8175627 1.0583442 1.1368447 1.2079064
#> data_outline of x
#> N Mean Var std_dev Median std_mean CV CSS
#> 1 10 0.9730389 0.05833198 0.2415202 1.058344 0.07637538 24.82122 0.5249879
#> USS R R1 Skewness Kurtosis
#> 1 9.993035 0.6838915 0.3192819 -0.9656092 -0.4767062
#>
#> Shapiro-Wilk normality test
#>
#> data: x
#> W = 0.85822, p-value = 0.07271
#>
#>
#> The data is from the normal population.
#>
#> The data is from the normal population.
#>
#> Interval estimation and test of hypothesis of mu
#> Interval estimation: interval_estimate4()
#> mean df a b
#> 1 0.9730389 10 0.8690092 Inf
#> Test of hypothesis: mean_test1()
#> H0: mu <= 0 H1: mu > 0
#> mean df Z p_value
#> 1 0.9730389 10 15.3851 0
#>
#> Interval estimation and test of hypothesis of sigma
#> Interval estimation: interval_var3()
#> var df a b
#> 1 0.05833198 9 0.03102953 Inf
#> Test of hypothesis: var_test1()
#> H0: sigma2 <= 0.04 H1: sigma2 > 0.04
#> var df chisq2 P_value
#> 1 0.05833198 9 13.1247 0.1570446
one_sample(x, mu = 1, side = 1)
#> quantile of x
#> 0% 25% 50% 75% 100%
#> 0.5240150 0.8175627 1.0583442 1.1368447 1.2079064
#> data_outline of x
#> N Mean Var std_dev Median std_mean CV CSS
#> 1 10 0.9730389 0.05833198 0.2415202 1.058344 0.07637538 24.82122 0.5249879
#> USS R R1 Skewness Kurtosis
#> 1 9.993035 0.6838915 0.3192819 -0.9656092 -0.4767062
#>
#> Shapiro-Wilk normality test
#>
#> data: x
#> W = 0.85822, p-value = 0.07271
#>
#>
#> The data is from the normal population.
#>
#> The data is from the normal population.
#>
#> Interval estimation and test of hypothesis of mu
#> Interval estimation and test of hypothesis: t.test()
#> H0: mu <= 1 H1: mu > 1
#>
#> One Sample t-test
#>
#> data: x
#> t = -0.35301, df = 9, p-value = 0.6339
#> alternative hypothesis: true mean is greater than 1
#> 95 percent confidence interval:
#> 0.8330342 Inf
#> sample estimates:
#> mean of x
#> 0.9730389
#>
#>
#> Interval estimation and test of hypothesis of sigma
#> Interval estimation: interval_var3()
#> var df a b
#> 1 0.05322569 10 0.02907389 Inf
#> Test of hypothesis: var_test1()
#> H0: sigma2 <= 1 H1: sigma2 > 1
#> var df chisq2 P_value
#> 1 0.05322569 10 0.5322569 0.9999911
one_sample(x)
#> quantile of x
#> 0% 25% 50% 75% 100%
#> 0.5240150 0.8175627 1.0583442 1.1368447 1.2079064
#> data_outline of x
#> N Mean Var std_dev Median std_mean CV CSS
#> 1 10 0.9730389 0.05833198 0.2415202 1.058344 0.07637538 24.82122 0.5249879
#> USS R R1 Skewness Kurtosis
#> 1 9.993035 0.6838915 0.3192819 -0.9656092 -0.4767062
#>
#> Shapiro-Wilk normality test
#>
#> data: x
#> W = 0.85822, p-value = 0.07271
#>
#>
#> The data is from the normal population.
#>
#> The data is from the normal population.
#>
#> Interval estimation and test of hypothesis of mu
#> Interval estimation and test of hypothesis: t.test()
#> H0: mu = 0 H1: mu != 0
#>
#> One Sample t-test
#>
#> data: x
#> t = 12.74, df = 9, p-value = 4.617e-07
#> alternative hypothesis: true mean is not equal to 0
#> 95 percent confidence interval:
#> 0.8002658 1.1458120
#> sample estimates:
#> mean of x
#> 0.9730389
#>
#>
#> Interval estimation and test of hypothesis of sigma
#> Interval estimation: interval_var3()
#> var df a b
#> 1 0.05833198 9 0.02759787 0.1944119
#> Test of hypothesis: var_test1()
#> H0: sigma2 = 1 H1: sigma2 != 1
#> var df chisq2 P_value
#> 1 0.05833198 9 0.5249879 7.503865e-05