exp_test_ad: Anderson-Darling Test for Exponentiality
In agop: Aggregation Operators and Preordered Sets

Description Usage Arguments Details Value References See Also

Performs an approximate Anderson-Darling goodness-of-fit test, which verifies the null hypothesis: Data follow an exponential distribution.

1	exp_test_ad(x)

`x`	a non-negative numeric vector of data values

Sample size should be not less than 3. Missing values are removed from x before applying the procedure.

The p-value is approximate: its distribution has been estimated by taking 2500000 MC samples. For performance and space reasons, the estimated distribution is recreated by a spline interpolation on a fixed number of points. As a result, the resulting p-value distribution might not necessarily be uniform for p>>0.5.

A list of the class htest is returned, just like in many other testing methods, see, e.g., ks.test.

Anderson T.W., Darling D.A., A Test of Goodness-of-Fit, Journal of the American Statistical Association 49, 1954, pp. 765-769.

pexp

Other Tests: pareto2_test_ad, pareto2_test_f

agop documentation built on March 26, 2020, 7:48 p.m.