Description Usage Arguments Details Value Author(s) References Examples
View source: R/gini.exp.test.R
Performs test for the composite hypothesis of exponentiality based on the Gini statistic, see e.g. Gail and Gastwirth (1978).
1 | gini.exp.test(x, simulate.p.value=FALSE, nrepl=2000)
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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 test is based on the Gini statistic
G_n = \frac{∑_{i,j=1}^n |X_i-X_j|}{2n(n-1)\overline{X}}.
Under exponentiality, the normalized statistic (12(n-1))^{1/2}(G_n-0.5) is asymptotically standard normal (see, e.g., Gail and Gastwirth (1978)).
A list with class "htest" containing the following components:
statistic |
the value of the Gini statistic. |
p.value |
the p-value for the test. |
method |
the character string "Test for exponentiality based on the Gini statistic". |
data.name |
a character string giving the name(s) of the data. |
Alexey Novikov, Ruslan Pusev and Maxim Yakovlev
Gail, M.H. and Gastwirth, J.L. (1978): A scale-free goodness-of-fit test for the exponential distribution based on the Gini statistic. — J. R. Stat. Soc. Ser. B, vol. 40, No. 3, pp. 350–357.
1 2 | gini.exp.test(rexp(100))
gini.exp.test(runif(100, min = 0, max = 1))
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