hegazy2.exp.test: Hegazy-Green test for exponentiality

In exptest: Tests for Exponentiality

Description

Performs Hegazy-Green test for the composite hypothesis of exponentiality, see e.g. Hegazy and Green (1975).

Usage

hegazy2.exp.test(x, nrepl=2000)

Arguments

x	a numeric vector of data values.

nrepl

the number of replications in Monte Carlo simulation.

Details

The Hegazy-Green test for exponentiality is based on the following statistic:

T_2 = n^{-1}∑{≤ft(X_{(i)}+\ln{≤ft(1-\frac{i}{n+1}\right)}\right)^2}.

The p-value is computed by Monte Carlo simulation.

Value

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

statistic	the value of the Hegazy-Green statistic.
p.value	the p-value for the test.
method	the character string "Hegazy-Green test for exponentiality".
data.name	a character string giving the name(s) of the data.

Author(s)

Alexey Novikov and Ruslan Pusev

References

Hegazy, Y. A. S. and Green, J. R. (1975): Some new goodness-of-fit tests using order statistics. — Journal of the Royal Statistical Society. Series C (Applied Statistics), vol. 24, pp. 299–308.

Examples

hegazy2.exp.test(rexp(100))
hegazy2.exp.test(rweibull(100,1.5))

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