frozini.exp.test: Frozini test for exponentiality

Description Usage Arguments Details Value Author(s) References Examples

View source: R/frozini.exp.test.R

Description

Performs Frozini test for the composite hypothesis of exponentiality, see e.g. Frozini (1987).

Usage

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frozini.exp.test(x, nrepl=2000)

Arguments

x

a numeric vector of data values.

nrepl

the number of replications in Monte Carlo simulation.

Details

The Frozini test for exponentiality is based on the following statistic:

B_n = \frac{1}{√{n}}∑_{i=1}^n{≤ft| 1 - \exp(-X_{(i)}/\overline{X}) - \frac{i-0.5}{n} \right|}.

The p-value is computed by Monte Carlo simulation.

Value

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

statistic

the value of the Frozini statistic.

p.value

the p-value for the test.

method

the character string "Frozini test for exponentiality".

data.name

a character string giving the name(s) of the data.

Author(s)

Alexey Novikov and Ruslan Pusev

References

Frozini, B.V. (1987): On the distribution and power of a goodness-of-fit statistic with parametric and nonparametric applications, "Goodness-of-fit". (Ed. by Revesz P., Sarkadi K., Sen P.K.) — Amsterdam-Oxford-New York: North-Holland. — Pp. 133–154.

Examples

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exptest documentation built on May 1, 2019, 8:01 p.m.