sigma.test.RdCompute the test of hypothesis and compute a confidence interval on the variance of a population.
sigma.test(x, sigma = 1, sigmasq = sigma^2,
alternative = c("two.sided", "less", "greater"), conf.level = 0.95, ...)Many introductory statistical texts discuss inference on a single
population variance and introduce the chi-square test for a population
variance as another example of a hypothesis test that can be easily
derived. Most statistical packages do not include the chi-square
test, perhaps because it is not used in practice very often, or
because the test is known to be highly sensitive to nonnormal
data. For the two-sample problem, see var.test.
An object of class htest containing the results
This test is highly sensitive to nonnormality.
x <- rnorm(20, mean = 15, sd = 7)
sigma.test(x, sigma = 6)
#>
#> One sample Chi-squared test for variance
#>
#> data: x
#> X-squared = 35.347, df = 19, p-value = 0.02536
#> alternative hypothesis: true variance is not equal to 36
#> 95 percent confidence interval:
#> 38.73411 142.87355
#> sample estimates:
#> var of x
#> 66.97398
#>