we.exp.test: WE test for exponentiality

Description Usage Arguments Details Value Author(s) References Examples

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

Description

Performs the WE test for the composite hypothesis of exponentiality, see e.g. Ascher (1990).

Usage

1
we.exp.test(x, nrepl=2000)

Arguments

x

a numeric vector of data values.

nrepl

the number of replications in Monte Carlo simulation.

Details

The test is based on the following statistic

WE =∑_{i=1}^n{(X_i-\overline{X})^2}/{≤ft(∑_{i=1}^n{X_i}\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 WE test statistic.

p.value

the p-value for the test.

method

the character string "WE test for exponentiality".

data.name

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

Author(s)

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
we.exp.test(rexp(100))
we.exp.test(runif(100, min = 50, max = 100))

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

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