harris.exp.test: Harris modification of Gnedenko F-test

Description Usage Arguments Details Value Author(s) References Examples

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

Description

Performs Harris modification of Gnedenko F-test for the composite hypothesis of exponentiality, see e.g. Ascher (1990).

Usage

1
harris.exp.test(x, R=length(x)/4, simulate.p.value=FALSE, nrepl=2000)

Arguments

x

a numeric vector of data values.

R

a parameter of the test (see below).

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.

Details

The test is based on the following statistic:

Q_n(R) =\frac{≤ft(∑_{i=1}^RD_i+∑_{i=n-R+1}^nD_i\right)/(2R)}{∑_{i=R+1}^{n-R}D_i/(n-2R)},

where D_i=(n-i+1)(X_{(i)}-X_{(i-1)}), X_{(0)}=0 and X_{(1)}≤q…≤q X_{(n)} are the order statistics. Under exponentiality, Q_n(R) has an F distribution with 4R and 2(n-2R) degrees of freedom.

Value

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

statistic

the value of the test statistic.

p.value

the p-value for the test.

method

the character string "Harris modification of Gnedenko F-test".

data.name

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

Author(s)

Alexey Novikov, Ruslan Pusev and Maxim Yakovlev

References

Ascher, S. (1990): A survey of tests for exponentiality. — Communications in Statistics – Theory and Methods, vol. 19, pp. 1811–1825.

Examples

1
2

Example output

	Harris modification of Gnedenko's F-test

data:  rexp(100)
Q = 0.53946, p-value = 0.002255


	Harris modification of Gnedenko's F-test

data:  rlnorm(100)
Q = 1.7407, p-value = 0.006013

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