Chi-square test for variance (Wilks 1962)

Usage

mrm_var_test(sample, sigma0_sq, alpha = 0.05)

Arguments

sample: Numeric vector (assumed iid normal).
sigma0_sq: Null hypothesis variance.
alpha: CI level (default 0.05).

Value

Named list with s_sq, sigma0_sq, chi2_stat, df, p_value_two_sided, p_value_one_sided_greater/less, ci95_lower/upper, interpretation.

Examples

set.seed(2026)
x <- rnorm(50, mean = 0, sd = 1.2)
# H0: variance = 1.
mrm_var_test(sample = x, sigma0_sq = 1)
#> $s_sq
#> [1] 1.37159
#> 
#> $sigma0_sq
#> [1] 1
#> 
#> $chi2_stat
#> [1] 67.2079
#> 
#> $df
#> [1] 49
#> 
#> $p_value_two_sided
#> [1] 0.08608865
#> 
#> $p_value_one_sided_greater
#> [1] 0.04304432
#> 
#> $p_value_one_sided_less
#> [1] 0.9569557
#> 
#> $ci95_lower
#> [1] 0.957072
#> 
#> $ci95_upper
#> [1] 2.129872
#> 
#> $interpretation
#> [1] "s^2 = 1.3716; H0: sigma^2 = 1; chi2(49) = 67.208, two-sided p = 0.0861."
#>