Description Usage Arguments Details Value Author(s) References Examples
Performs Frosini test for the composite hypothesis of normality, see e.g. Frosini (1987).
1 | frosini.norm.test(x, nrepl=2000)
|
x |
a numeric vector of data values. |
nrepl |
the number of replications in Monte Carlo simulation. |
The Frosini test for normality is based on the following statistic:
B_n = \frac{1}{√{n}}∑_{i=1}^n{≤ft|Φ(Y_i) - \frac{i-0.5}{n} \right|},
where
Y_i=\frac{X_{(i)}-\overline{X}}{s}, \quad s^2=\frac{1}{n}∑_{i=1}^n(X_i-\overline{X})^2.
The p-value is computed by Monte Carlo simulation.
A list with class "htest" containing the following components:
statistic |
the value of the Frosini statistic. |
p.value |
the p-value for the test. |
method |
the character string "Frosini test for normality". |
data.name |
a character string giving the name(s) of the data. |
Ilya Gavrilov and Ruslan Pusev
Frosini, B.V. (1987): On the distribution and power of a goodness-of-fit statistic with parametric and nonparametric applications, "Goodness-of-fit". (Ed. by Revesz P., Sarkadi K., Sen P.K.) — Amsterdam-Oxford-New York: North-Holland. — Pp. 133–154.
1 2 | frosini.norm.test(rnorm(100))
frosini.norm.test(runif(100,-1,1))
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