Description Usage Arguments Details Value Author(s) References Examples

Performs Epps and Pulley test for the composite hypothesis of exponentiality, see e.g. Henze and Meintanis (2005, Sec. 2.8.1).

1 | ```
ep.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 Epps and Pulley test is a test for the composite hypothesis of exponentiality. The test statistic is

*
EP_n = (48n)^{1/2} ≤ft(\frac1n∑_{j=1}^n\exp(-Y_j)-\frac12\right),
*

where *Y_j=X_j/\overline{X}*. *EP_n* is asymptotically standard normal (see, e.g., Henze and Meintanis (2005, Sec. 2.8.1).

A list with class "htest" containing the following components:

`statistic` |
the value of the Epps and Pulley statistic. |

`p.value ` |
the p-value for the test. |

`method` |
the character string "The test for exponentiality of Epps and Pulley". |

`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 | ```
ep.exp.test(rexp(100))
ep.exp.test(runif(100, min = 0, max = 1))
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.