ks.burrX: Test of Kolmogorov-Smirnov for the BurrX distribution

In reliaR: Package for some probability distributions.

Description

The function ks.burrX() gives the values for the KS test assuming a BurrX with shape parameter alpha and scale parameter lambda. In addition, optionally, this function allows one to show a comparative graph between the empirical and theoretical cdfs for a specified data set.

Usage

ks.burrX(x, alpha.est, lambda.est, 
    alternative = c("less", "two.sided", "greater"), plot = FALSE, ...)

Arguments

x	vector of observations.
alpha.est	estimate of the parameter alpha
lambda.est	estimate of the parameter lambda
alternative	indicates the alternative hypothesis and must be one of "two.sided" (default), "less", or "greater".
plot	Logical; if TRUE, the cdf plot is provided.
...	additional arguments to be passed to the underlying plot function.

Details

The Kolmogorov-Smirnov test is a goodness-of-fit technique based on the maximum distance between the empirical and theoretical cdfs.

Value

The function ks.burrX() carries out the KS test for the BurrX

References

Kundu, D., and Raqab, M.Z. (2005). Generalized Rayleigh Distribution: Different Methods of Estimation, Computational Statistics and Data Analysis, 49, 187-200.

Surles, J.G., and Padgett, W.J. (2005). Some properties of a scaled Burr type X distribution, Journal of Statistical Planning and Inference, 128, 271-280.

Raqab, M.Z., and Kundu, D. (2006). Burr Type X distribution: revisited, Journal of Probability and Statistical Sciences, 4(2), 179-193.

See Also

pp.burrX for PP plot and qq.burrX for QQ plot

Examples

## Load data sets
data(bearings)
## Maximum Likelihood(ML) Estimates of alpha & lambda for the data(bearings)
## Estimates of alpha & lambda using 'maxLik' package
## alpha.est = 1.1989515, lambda.est = 0.0130847

ks.burrX(bearings, 1.1989515, 0.0130847, alternative = "two.sided", plot = TRUE)

reliaR documentation built on May 1, 2019, 9:51 p.m.