cauchy.test: Test for the Cauchy distribution

Description Usage Arguments Details Value Author(s) Examples

Description

A test based on the ratio of two estimators for the scale parameter of the Cauchy distribution.

Usage

1
cauchy_test(x, N = 10^3)

Arguments

x

a numeric data vector containing a random sample of real numbers.

N

number of Monte Carlo samples used to approximate the p-value of the test. Default is N = 10^3.

Details

The test statistic is the ratio of the maximum likelihood estimator of the scale parameter and the mean absolute deviation.

Value

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

statistic

the calculated value of the test statistic.

p.value

the approximated p-value of the test.

method

the character string "Test for the Cauchy distribution based on the ratio of two scale estimators".

data.name

a character string giving the name of the data set.

Author(s)

Elizabeth Gonzalez-Estrada and Jose A. Villasenor

Examples

1
2
x <- rnorm(20)    # simulating a data set from a normal distribution
cauchy_test(x)    # testing the Cauchy distribution hypothesis 

Example output

Loading required package: fitdistrplus
Loading required package: MASS
Loading required package: survival
Loading required package: npsurv
Loading required package: lsei

	Test for the Cauchy distribution based on the ratio of two scale
	estimators

data:  x
T = 0.69108, p-value = 0.036

goft documentation built on May 2, 2019, 6:32 a.m.