Description Usage Arguments Value See Also Examples
Obtain critical values of the Khmaladze martingale transformation test for various significane levels and sample sizes
1 | GetCV(strDist, Modified)
|
strDist |
the name of the null distribution for the hypothesis test: Normal, Cauchy, or Logistic. Other distributions such as Gumbel, Weibull and Frechet will be available in later versions. |
Modified |
a logical value which specifies whether or not to use the modeifed version of the test: False calls the original version while True calls the modified version. |
A 10-by-6 table of critical values for various significance levles (0.1, 0.075, 0.05, 0.025, 0.01) and sample sizes (10,20,...,100).
KhmaladzeTrans()
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | ### Critical values of the original test for a normal distribution
strDist = "Normal"
Modified=FALSE
CritValue = GetCV(strDist, Modified)
## Critical values of the modified test for the logistic distribution
strDist = "Logistic"
Modified=TRUE
CritValue = GetCV(strDist, Modified)
##Critical values of the modified test for the Cauchy distribution
strDist = "Cauchy"
Modified=TRUE
CritValue = GetCV(strDist, Modified)
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