wb.norm.test: Weisberg-Bingham test for normality

Description Usage Arguments Details Value Author(s) References Examples

Description

Performs Weisberg–Bingham test for the composite hypothesis of normality, see Weisberg and Bingham (1975).

Usage

1
wb.norm.test(x, nrepl=2000)

Arguments

x

a numeric vector of data values.

nrepl

the number of replications in Monte Carlo simulation.

Details

The Weisberg–Bingham test for normality is based on the following statistic:

WB = \frac{(∑_{i=1}^nm_iX_{(i)})^2/∑_{i=1}^nm_i^2}{∑_{i=1}^n(X_i-\overline{X})^2},

where

m_i=Φ^{-1}≤ft(\frac{i-3/8}{n+1/4}\right).

The p-value is computed by Monte Carlo simulation.

Value

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

statistic

the value of the Weisberg–Bingham statistic.

p.value

the p-value for the test.

method

the character string "Weisberg-Bingham test for normality".

data.name

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

Author(s)

Ilya Gavrilov and Ruslan Pusev

References

Weisberg, S. and Bingham, C. (1975): An approximate analysis of variance test for non-normality suitable for machine calculation. — Technometrics, vol. 17, pp. 133–134.

Examples

1
2

Example output

	Weisberg-Bingham test for normality

data:  rnorm(100)
WB = 0.98759, p-value = 0.3955


	Weisberg-Bingham test for normality

data:  runif(100, -1, 1)
WB = 0.96197, p-value = 0.0065

normtest documentation built on May 2, 2019, 7:28 a.m.