gofExp.test: Goodness-of-fit test for exponential distribution

In Renext: Renewal Method for Extreme Values Extrapolation

Goodness-of-fit test for exponential distribution

Description

Bartlett's goodness-of-fit test for exponential distribution

Usage

   gofExp.test(x)

Arguments

x	Sample with positive values.

Value

A list with elements

statistic	Statistic.
p.value	Critical value.

Author(s)

Yves Deville

References

See

Yagouti A., Abi-Zeid I., Ouarda, T.B.M.J. and B. Bobée (2001), Revue de processus ponctuels et synthèse de tests statistiques pour le choix d'un type de processus Revue des Sciences de l'Eau, 1, pp. 323-361.

See Also

Among other goodness-of-fit tests ks.test in the stats package. See expplot for a graphical diagnostic.

Examples

 ## a sample of size 30
 x <- rexp(30)
 res <- gofExp.test(x)

 ## ns samples: p.values should look as uniform on (0, 1)
 ns <- 100
 xmat <- matrix(rexp(30*ns), nrow = ns, ncol = 30)
 p.values <- apply(xmat, 1, function(x) gofExp.test(x)$p.value)
 plot(sort(p.values), type = "p", pch = 16)
 

Renext documentation built on Aug. 30, 2023, 1:06 a.m.