Description Usage Arguments Details Value Author(s) References Examples
Performs Cox and Oakes test for the composite hypothesis of exponentiality, see e.g. Henze and Meintanis (2005, Sec. 2.5).
1 | co.exp.test(x, simulate.p.value=FALSE, nrepl=2000)
|
x |
a numeric vector of data values. |
simulate.p.value |
a logical value indicating whether to compute p-values by Monte Carlo simulation. |
nrepl |
the number of replications in Monte Carlo simulation. |
The Cox and Oakes test is a test for the composite hypothesis of exponentiality. The test statistic is
CO_n = n+∑_{j=1}^n(1-Y_j)\log Y_j,
where Y_j=X_j/\overline{X}. (6/n)^{1/2}(CO_n/π) is asymptotically standard normal (see, e.g., Henze and Meintanis (2005, Sec. 2.5)).
A list with class "htest" containing the following components:
statistic |
the value of the Cox and Oakes statistic. |
p.value |
the p-value for the test. |
method |
the character string "Test for exponentiality based on the statistic of Cox and Oakes". |
data.name |
a character string giving the name(s) of the data. |
Alexey Novikov, Ruslan Pusev and Maxim Yakovlev
Henze, N. and Meintanis, S.G. (2005): Recent and classical tests for exponentiality: a partial review with comparisons. — Metrika, vol. 61, pp. 29–45.
1 2 | co.exp.test(rexp(100))
co.exp.test(runif(100, min = 0, max = 1))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.