asympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem

TL;DR

asympTest is an R package that simplifies large sample parametric tests and confidence intervals for means and variances, leveraging the central limit theorem for broad applicability.

Contribution

it provides a unified framework for large sample tests and confidence intervals in r, considering robustness related to kurtosis in variance testing.

Findings

tests are expressed in a unified form

robustness depends on kurtosis deviations

applicable to one and two sample scenarios

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.